The dependence of in-plane and interplane thermal conductivities of Sr2RuO4 on temperature, as well as magnetic field strength and orientation, is reported. We found no notable anisotropy in the thermal conductivity for the magnetic field rotation parallel to the conducting plane in the whole range of experimental temperatures and fields, except in the vicinity of the upper critical field H(c2), where the anisotropy of the H(c2) itself plays a dominant role. This finding imposes strong constraints on the possible models of superconductivity in Sr2RuO4 and supports the existence of a superconducting gap with a line of nodes running orthogonal to the Fermi surface cylinder.