A wind tunnel with a closed section for aeroacoustic measurements with an anechoic coating including: a) a first cavity having a thickness D1 in a range of 20≦D1≦50 mm filled with a fibrous material with a flow resistance R in a range of 10≦R≦50 kRayl/m; b) a first microperforated panel having a thickness t1 in a range of 0.25≦t1≦0.75 mm and with a perforation percentage p1 in a range of 15%≦p1≦30%; c) a second air cavity having a thickness D2 in a range of 10≦D2≦30 mm; d) a second microperforated panel having a thickness t2 in a range of 0.25≦t2≦0.75 mm and with a perforation percentage p2 in a range of 15%≦p2≦30%. The perforations of the panels can be circular or longitudinal slot-shaped having a diameter d or width w in a range of 0.2≦d, w≦0.5 mm.