We present in this paper the thermal conductivity of the superconductor MgB2 between 5—300 K. The temperature dependence of the thermal conductivity can be fitted with the BRT thermal conductivity method by a phenomenological two-gap model. The sizes of the two energy gaps are 16 and 51meV. The analysis about electronic thermal conductivity indicates that the σ-band impurity scattering rate is small relative to the π-band scattering rate. In contrast to the single-crystal sample, our result indicates that the scattering of phonons from the σ-band quasi-particles exist in the c-axial direction heat transport of a polycrystalline sample. This result demonstrates the anisotropic energy transport in MgB2.