We study the zero temperature quantum dynamical critical behavior of the anisotropic XY chain under a sudden quench in a transverse field. We demonstrate theoretically that both quench magnetic susceptibility and two-particle quench correlation can be used to describe the dynamical quantum phase transition (QPT) properties. Either the quench magnetic susceptibility or the derivative of correlation functions as a function of initial magnetic field $a$ exhibits a divergence at the critical points when final magnetic field $b$ is fixed. A special case that final magnetic field $b$ is just at the critical point is discussed separately. Some of the critical exponents of the dynamical QPT are obtained and the long-range correlation of the quench system is analyzed. We also compare our result with that of the static QPT.
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