A continuous wave diode-pumped Tm,Ho:GdVO4 laser operating at cryogenic temperature is reported. Tm,Ho∶GdVO_4 crystal has much stronger and broader absorption spectrum than Tm- Ho-codoped YLF and YAG,and is very favorable for diode pumping. Radiation from a fiber coupled diode (core diameter 0.4 mm, N.A. 0.3) is coupled into Tm(5% at.),Ho(0.5% at.)∶GdVO_4 crystal by a pair of achromatic lens for end pumping. Output power of 3.6 W at 2.048 μm is obtained under pump power of 14 W and emission wavelength of 794 nm. The optical-optical conversion efficiency is 25.7% and slope efficiency is 26.6%. Corresponding to the absorbed pumping power, the optical-optical conversion efficiency is up to 35%.Due to cross relaxation between Tm 3+ ions,pumping quantum efficiency of 1.3 is achieved.