The finiteness of diffractive order of the phase grating and the relations between the diffractive orders and the incident angle are discussed by means of the vector diffraction theory. The results are in correspondence with that attained by the optical path method. The distribuion of each diffractive order is illustrated at different incident angles and the diffractive direction of each diffraction wave are given. It is pointed out that while there only exist the zero-order reflection wave and the zero-order transmit in free space layer, the diffraction waves of higher diffractive orders may exist in the substrate layer.