The anisotropic optical properties for superconductor Sr2RuO4 have been studied by full-potential linearized augmented plane wave (FLAPW) method based on density functional theory. In order to simulate the temperature effects, Lorentzian broadening (set as δ=0.20 eV) is added into optical matrix elements during the calculation in these spectra. The spectra of reflectivity R(ω), optical conductivity σ(ω) and electron energy loss have been calculated. These results consist quite well with experiments as a whole. And the optical conductivity spectrum along x-axis displays quite different features in comparison with that of z-axis. Along x-axis, σ(ω) spectrum shows an obvious Drude-like feature in low energy region while not along z-axis. The conversion between intra-band absorption and inter-band absorption appears at about 1.84 eV in the σ(ω) spectrum along x-axis. By further analysis, the anisotropy of optical properties should mainly arise from different band structure along two axes.