The anisotropic error indicator presented in [M. Picasso, Comm. Numer. Methods Engrg., 19 (2003), pp. 13-23.] in the frame of the Laplace equation is extended to elliptic and parabolic problems. Our error indicator is derived using the anisotropic interpolation estimates of [L. Formaggia and S. Perotto, Numer. Math., 89 (2001), pp. 641-667; L. Formaggia and S. Perotto, Numer. Math., (2002), DOI 10.1007/s002110200415], together with a Zienkiewicz-Zhu error estimator to approach the error gradient. A numerical study of the effectivity index is proposed for elliptic, diffusion-convection, and parabolic problems. An adaptive algorithm is implemented, aimed at controlling the relative estimated error.