Two Gap State Density in MgB$_{2}$: A True Bulk Property or A Proximity Effect?

We report on the temperature dependence of the quasiparticle density of states (DOS) in the simple binary compound MgB2 directly measured using scanning tunneling microscope (STM). To achieve high quality tunneling conditions, a small crystal of MgB2 is used as a tip in the STM experiment. The ``sample'' is chosen to be a 2H-NbSe2 single crystal presenting an atomically flat surface. At low temperature the tunneling conductance spectra show a gap at the Fermi energy followed by two well-pronounced conductance peaks on each side. They appear at voltages V$_{S}\simeq \pm 3.8$ mV and V$_{L}\simeq \pm 7.8$ mV. With rising temperature both peaks disappear at the Tc of the bulk MgB2, a behavior consistent with the model of two-gap superconductivity. The explanation of the double-peak structure in terms of a particular proximity effect is also discussed.