The penetration depth of anisotropic two-band superconductors have been studied by Ginzburg–Landau approach. The anisotropic Fermi surfaces and order parameters with the spherical ellipse or pancake Fermi shape are used for derive penetration depth equation. The numerical calculation of pancake-pancake and pancake-ellipse Fermi sphere shape are fits well with the experiment data of MgB2 and CaAlSi superconductor, consequently. Our model should be the way to increase understanding in the microscopic mechanism of occurrence of the penetration depth in superconductivity state of these material.