The superconducting-gap of MgB2 has been studied by high-resolution angle-resolved photoemission spectroscopy. The results show that superconducting gaps with values of 5.5 and 2.2 meV open on the sigma band and the pi band, respectively, but both the gaps close at the bulk transition temperature, providing a definitive experimental evidence for the two-band superconductivity with strong interband pairing interaction in MgB2. The experiments validate the role of k-dependent electron-phonon coupling as the origin of multiple-gap superconductivity as well as the high transition temperature of MgB2.