Recent experimental and theoretical studies demonstrate that the thermal conductivity of superlattices can be significantly reduced due to the interface phonon scattering. These studies raise the interesting possibility of phonon engineering to control the thermal conductivity of nanostructures for thermoelectric, thermionic, and microelectronic applications. Experimental evidences of a significant thermal conductivity reduction have been reported for GaAs/AlAs, Si/Ge, and Bi2Te3/Sb2Te3 superlattices. In this work, we present experimental results on the anisotropic thermal conductivity of a Si/Si0.71Ge0.29 (50Å/10Å) superlattice measured by a 2-wire 3ω method. The experimental results show that both the cross-plane and the in-plane thermal conductivities of the Si/Si0.71Ge0.29 superlattice are reduced by a factor of three compared to the predictions of the Fourier heat conduction theory. These reductions are not as large as that observed in pure Si/Ge superlattices of comparable thickness, which can be explained by the smaller mismatch in material properties between Si and Si0.71Ge0.29 than those between Si and Ge. This work provides preliminary experimental evidence supporting the idea of controlling the thermophysical properties of low-dimensional structures through phonon engineering.