A measurement system for diffraction efficiency of convex gratings is designed. The measurement system mainly includes four components as a light source, a front system, a dispersing system that contains a convex grating, and a detector. Based on the definition and measuring principle of diffraction efficiency, the optical scheme of the measurement system is analyzed and the design result is given. Then, in order to validate the feasibility of the designed system, the measurement system is set up and the diffraction efficiency of a convex grating with the aperture of 35 mm, the curvature-radius of 72mm, the blazed angle of 6.4 degrees, the grating period of 2.5 mu m and the working waveband of 400nm-900nm is tested. Based on GUM (Guide to the Expression of Uncertainty in Measurement), the uncertainties in the measuring results are evaluated. The measured diffraction efficiency data are compared to the theoretical ones, which are calculated based on the grating groove parameters got by an atomic force microscope and Rigorous Couple Wave Analysis, and the reliability of the measurement system is illustrated. Finally, the measurement performance of the system is analyzed and tested. The results show that, the testing accuracy, the testing stability and the testing repeatability are 2.5%, 0.085% and 3.5%, respectively.