The anisotropy of turbulence in the fast solar wind, between the ion and electron gyroscales, is directly observed using a multispacecraft analysis technique. Second order structure functions are calculated at different angles to the local magnetic field, for magnetic fluctuations both perpendicular and parallel to the mean field. In both components, the structure function value at large angles to the field S_⊥ is greater than at small angles S_||: in the perpendicular component S_⊥/S_||=5±1 and in the parallel component S_⊥/S_||>3, implying spatially anisotropic fluctuations, k_⊥>k_||. The spectral index of the perpendicular component is -2.6 at large angles and -3 at small angles, in broad agreement with critically balanced whistler and kinetic Alfvén wave predictions. For the parallel component, however, it is shallower than -1.9, which is considerably less steep than predicted for a kinetic Alfvén wave cascade.