First measurements of the azimuthal anisotropy of neutral pions produced in Pb-Pb collisions at a center-of-mass energy of √sNN=2.76 TeV are presented. The amplitudes of the second Fourier component (v2) of the π0 azimuthal distributions are extracted using an event-plane technique. The values of v2 are studied as a function of the neutral pion transverse momentum (pT) for different classes of collision centrality in the kinematic range 1.6<pT<8.0 GeV/c, within the pseudorapidity interval |η|<0.8. The CMS measurements of v2(pT) are similar to previously reported π0 azimuthal anisotropy results from √sNN=200 GeV Au-Au collisions at RHIC, despite a factor of ∼14 increase in the center-of-mass energy. In the momentum range 2.5<pT<5.0 GeV/c, the neutral pion anisotropies are found to be smaller than those observed by CMS for inclusive charged particles.