We have performed high-resolution angle-resolved photoemission spectroscopy on Fe-based superconductor LiFeAs (Tc = 18 K). We reveal multiple nodeless superconducting (SC) gaps with 2D/kBTc ratios varying from 2.8 to 6.4, depending on the Fermi surface (FS). We also succeeded in directly observing a gap anisotropy along the FS with magnitude up to ~30 %. The anisotropy is four-fold symmetric with an antiphase between the hole and electron FSs, suggesting complex anisotropic interactions for the SC pairing. The observed momentum dependence of the SC gap offers an excellent opportunity to investigate the underlying pairing mechanism.