The resonance properties of surface plasmon in the AMM/dielectric/AMM waveguide are theoretically studied by using the finite-difference time-domain technique, where the claddings are anisotropic metamaterial (AMM) . From the dispersion relation, it is found that the AMM/dielectric/AMM waveguide supports TE polarized surface plasmon if AMM is always-cutoff with negative permeability. The wavelength of the surface plasmon becomes shorter when both the thickness of the dielectric core and the magnetic plasma frequency of AMM decrease. For an AMM/dielectric/AMM waveguide with a finite length, a subwavelength plasmon microcavity can be formed by Fabry-Perot resonance caused by the reflection of the guided mode at the entrance and the exit surfaces. At the resonant frequency, the electric field is maximized in the center, the magnetic field is maximized at the dielectric core entrance and exit, and the electromagnetic energy is strongly concentrated around the dielectric core. Such electromagnetic properties will have potential applications in the tunable subwavelength microcavity with strongly localized field and in the cavity quantum electrodynamics.