We discussed here the importance of the gravitational anomaly observation and suggested that the use of torque pendulum for the lunar esclipe observation would be a possible effective method to survey the gravitational anomaly.We used a torque pendulum which has a great improvement in precision to observe the lunar esclipe on 6 Sept. 1979 in Peking and had observed an obvious anomaly. The result was similar to that of Saxl's observation.We also suggested a method to improve the observation.