Recently, a practical approach to holographic renormalization has been developed based on the Hamilton-Jacobi formulation. Using a simple Einstein-scalar theory, we clarify that this approach does not conflict with the Hamiltonian constraint as it seems. Then we apply it to the holographic renormalization of massive gravity. We assume that the shift vector is falling off fast enough asymptotically. We derive the counterterms up to the boundary dimension d=4. Interestingly, we find that the conformal anomaly can even occur in odd dimensions, which is different from the Einstein gravity. We check that the counterterms cancel the divergent part of the on-shell action at the background level. At the perturbation level, they are also applicable in several time-dependent cases.
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