We report on the transport properties of clean, epitaxial Fe(Se,Te) thin films prepared on Fe-buffered MgO (001) single crystalline substrates by pulsed laser deposition. Near Tc a steep slope of the upper critical field for H||ab was observed (74.1 T/K), leading to a very short out-of-plane coherence length, \xi c, of 0.2 nm, yielding 2\xi c(0) approximately 0.4 nm. This value is shorter than the interlayer distance (0.605 nm) between Fe-Se(Te) planes, indicative of modulation of the superconducting order parameter along the c-axis. An inverse correlation between the power law exponent N of the electric field-current density (E-J) curve and the critical current density, Jc, has been observed at 4 K, when the orientation of H was close to the ab-plane. These results prove the presence of intrinsic pinning in Fe(Se,Te). A successful scaling of the angular dependent Jc and the corresponding exponent N can be realized by the anisotropic Ginzburg Landau approach with appropriate \Gamma values 2~3.5. The temperature dependence of \Gamma behaves almost identically to that of the penetration depth anisotropy.