Using ferromagnetic resonance spectroscopy at 34 GHz we explored the magnetic anisotropy of single-crystalline GaV4S8 in the field-polarized magnetic state. We describe the data in terms of an easy-axis type uniaxial anisotropy with an anisotropy constant K-1 = 1.6 . 10(5) erg cm(-3) at 2 K, corresponding to a relative exchange anisotropy Delta J/J approximate to 5%, and about 1.0 . 10(5) erg cm(3) near 11 K, i.e. at temperatures where the skyrmion-lattice phase was recently discovered. The relatively large value of K-1 explains the confinement of the skyrmion tubes to the < 1 1 1 > easy axes. A distinct set of resonances in the spectra is attributed to the co-existence of different rhombohedral domains. Complementary broadband spectroscopy demonstrates that non-collinear spin states may sensitively be detected by electron spin resonance techniques.