We present high-resolution measurements of directional Compton profiles in hexagonal BN (hBN), using inelastic x-ray scattering. The results are compared with the corresponding profiles obtained from pseudopotential energy-band calculations. BN is an important case for comparison with similar studies in metals and other nearly two-dimensional semimetallic solids. Despite the highly anisotropic nature of hBN, we find that the profile anisotropy is not large. There is an excellent agreement between theoretical and experimental profile anisotropies, substantially better than the case of graphite.