This paper reports a fishnet hyperbolic metamaterial that mimics the electromagnetic properties of magnetically confined plasma. These electromagnetic properties are strongly anisotropic and different from any conventional material, therefore cannot be mimicked by bulk materials. The structure is made of a stack of thin copper grids spaced by Rohacell foam. We numerically and experimentally show that this kind of structuration matches well the properties of a homogeneous plasma. This solution breaks a long-lasting bottleneck and will accelerate the development of high-frequency heating systems to be used in nuclear fusion.