Weak measurement has been shown to play important roles in the investigation of both fundamental and practical problems. Anomalous weak values are generally believed to be observed only when post-selection is performed, i.e., only a particular subset of the data is considered. Here, we experimentally demonstrate that an anomalous weak value can be obtained without discarding any data by performing a sequential weak measurement on a single-qubit system. By controlling the blazing density of the hologram on a spatial light modulator, the measurement strength can be conveniently controlled. Such an anomalous phenomenon disappears when the measurement strength of the first observable becomes strong. Moreover, we find that the anomalous weak value cannot be observed without post-selection when the sequential measurement is performed on each of the components of a two-qubit system, which confirms that the observed anomalous weak value is based on sequential weak measurement of two noncommutative operators.