Cr2Ge2Te6 is an intrinsic ferromagnetic semiconductor with van der Waals type layered structure, thus represents a promising material for novel electronic and spintronic devices. Here we combine scanning tunneling microscopy and first-principles calculations to investigate the electronic structure of Cr2Ge2Te6. Tunneling spectroscopy reveals a surprising large energy level shift and change of energy gap size across the ferromagnetic to paramagnetic phase transition, as well as a peculiar double-peak electronic state on the Cr-site defect. These features can be quantitatively explained by density functional theory calculations, which uncover a close relationship between the electronic structure and magnetic order. These findings shed important new lights on the microscopic electronic structure and origin of magnetic order in Cr2Ge2Te6.