The Doppler tracking data of the Change 3 lunar mission is used to constrain the stochastic background of gravitational wave in cosmology within the 1 mHz to 0.05 Hz frequency band. Our result improves on the upper bound on the energy density of the stochastic background of gravitational wave in the 0.02 Hz to 0.05 Hz band obtained by the Apollo missions, with the improvement reaching almost one order of magnitude at around 0.05 Hz. Detailed noise analysis of the Doppler tracking data is also presented, with the prospect that these noise sources will be mitigated in future Chinese deep space missions. A feasibility study is also undertaken to understand the scientific capability of the Change 4 mission, due to be launched in 2018, in relation to the stochastic gravitational wave background around 0.01 Hz. The study indicates that the upper bound on the energy density may be further improved by another order of magnitude from the Change 3 mission, which will fill the gap in the frequency band from 0.02 Hz to 0.1 Hz in the foreseeable future.