High resolution angle-resolved photoemission measurements have been carried out to study the superconducting gap in the (Ba0.6K0.4)Fe2As2 superconductor with Tc=35 K. Two hole-like Fermi surface sheets around the G(0,0) point exhibit different superconducting gaps. The inner Fermi surface sheet shows larger (10-12 meV) and slightly momentum-dependent gap while the outer one has smaller (7-8 meV) and nearly isotropic gap. The lack of gap node in both Fermi surface sheets favours s-wave superconducting gap symmetry. Superconducting gap opening is also observed at the M(pi,pi) point. The two Fermi surface spots near the M point are gapped below Tc but the gap persists above Tc. The rich and detailed superconducting gap information will provide key insights and constraints in understanding pairing mechanism in the iron-based superconductors.