We experimentally investigate the plasma grating created by two intersecting ultrashort laser pulses, and its effects on the supercontinuum generated from femtosecond laser filamentation. The enhanced supercontinuum generation is observed, with a plasma grating formed. And an energy transfer of the supercontinuum is demonstrated, from one pulse to the other, due to the diffraction property of plasma grating. The theoretical calculation accords well with the experimental result.