Motivated by the anisotropic long-range nature of the interactions between cold dipolar atoms or molecules in an optical lattice, we study the anisotropic quantum Heisenberg model with Curie-Weiss-type long-range interactions. Absence of a heat bath in optical lattice experiments suggests a study of this model within the microcanonical ensemble. The microcanonical entropy is calculated analytically and nonequivalence of microcanonical and canonical ensembles is found for a range of anisotropy parameters. From the shape of the entropy it follows that the Curie-Weiss Heisenberg model is indistinguishable from the Curie-Weiss Ising model in canonical thermodynamics, although their microcanonical thermodynamics differs. Qualitatively, the observed features of nonequivalent ensembles are expected to be relevant for long-range quantum spin systems realized in optical lattice experiments.