We present constraints on violations of Lorentz Invariance based on Lunar Laser Ranging (LLR) data. LLR measures the Earth-Moon separation by timing the round-trip travel of light between the two bodies, and is currently accurate to a few centimeters (parts in $10^{11}$ of the total distance). By analyzing archival LLR data under the Standard-Model Extension (SME) framework, we derived six observational constraints on dimensionless SME parameters that describe potential Lorentz-violation. We found no evidence for Lorentz violation at the $10^{-6}$ to $10^{-11}$ level in these parameters.