The magnetic penetration depth λ in the mixed state of MgB2 has been determined microscopically from the field distribution around magnetic vortices probed by muon spin rotation. Both the temperature and magnetic field dependence of λ strongly suggest the presence of delocalized quasiparticles around the vortex cores. In particular, the effect of Doppler shift has been clearly observed as a finite gradient of the field dependence of λ, strongly suggesting an anisotropic order parameter with the region of a vanishingly small energy gap.