We present the results of the first directional point-contact spectroscopy experiments in high-quality MgB2 single crystals. Because of the directionality of the current injection into the samples, the application of a magnetic field allowed us to separate the contributions of the sigma and pi bands to the total conductance of our point contacts. By using this technique, we were able to obtain the temperature dependency of each gap independent of the other. The consequent, strong reduction of the error on the value of the gap amplitude as a function of temperature allows a stricter test of the predictions of the two-band model for MgB2.