The density and temperature data obtained by Lidar are widely used in research of atmospheric gravity waves. Rayleigh Lidar can obtain atmospheric density and temperature data on the laser path. But for three-dimensional gravity waves in the atmosphere, the observational parameters on a single path can only extract limited fluctuation information. In this paper, the monochromatic gravity waves are taken as an example to analyze the feasibility of using Lidar to directly observe three-dimensional wave structure. The vertical wavelength of the gravity waves can be obtained directly by the vertical observation of the Lidar. When the Lidar measures obliquely at a certain zenith angle, the obtained wavelength includes both vertical wavelength of the gravity waves and horizontal wavelength information. Therefore, the vertical and horizontal wavelengths of the gravity waves can be extracted by using Lidar to measure simultaneously in three directions (vertical, southward (zenith angle 30 degrees), and westward (zenith angle 30 degrees)). Under the existing conditions, this paper uses the meridional system and the zonal system of the 532 nm Rayleigh Lidar developed by the National Space Science Center of the Chinese Academy of Sciences to simultaneously observe atmospheric gravity waves at different pointing angles. The method of using Lidar to obtain the three-dimensional wave structure is analyzed. This paper gives a number of cases of gravity waves observed by Lidar in Beijing, and analyzes the vertical and horizontal wavelength information of atmospheric gravity waves in the height range of 30 similar to 60 km. Taking the quasi-monochromatic gravity waves observed on November 7, 2017 as an example, combined with the wind data of National Centers For Environmental Prediction, the horizontal wavelength, vertical wavelength and propagation direction of the gravity waves are analyzed.