By Czochralski method, high quality GdVO4 single crystals were grown out along a-axis and c-axis. The transmission spectrum of GdVO4 crystal was measured at room temperature. The ultra-violet cut-edge is 338 nm and the infrared cut-edge is larger than 3000 nm, so the transmission spectrum of GdVO4 crystal could cover the region from ultra-violet to part of mid- infrared, and it indicats that GdVO4 crystal could be used for Raman frequency shifting in a wide wavelength scope. The stimulated Raman scattering (SRS) excited by 532 nm and 355 nm pico-second pulses was investigated in GdVO4 crystal. With an ultra-cavity single-pass configuration, three Stokes lines (557.98 nm, 586.86 nm, 618.92 nm) and one anti-Stokes lines (508.01 nm) were observed. The steady-state Raman gain coefficient for the first Stokes line was calculated to be 26.6±0.2 cm/GW, the gain coefficient for the second Stokes line was calculated to be 14.0±0.2 cm/GW, and the total Raman conversion efficiency reached to 43%. For GdVO4 crystal, the SRS of 355 nm laser was reported. Two Stokes lines (365.9 nm, 378.1 nm) were observed, and in this condition the steady-state Raman gain coefficient for the first Stokes line was measured as high as 114±9 cm/GW.