With the widespread adoption of cloud services, especially the extensive deployment of plenty of Web applications, it is important and challenging to detect anomalies from the packet payload. For example, the anomalies in the packet payload can be expressed as a number of specific strings which may cause attacks. Although some approaches have achieved remarkable progress, they are with limited applications since they are dependent on in-depth expert knowledge, e.g., signatures describing anomalies or communication protocol at the application level. Moreover, they might fail to detect the payload anomalies that have long-term dependency relationships. To overcome these limitations and adaptively detect anomalies from the packet payload, we propose a deep learning based framework which consists of two steps. First, a novel feature engineering method is proposed to obtain the block-based features via block sequence extraction and block embedding. The block-based features could encapsulate both the high-dimension information and the underlying sequential information which facilitate the anomaly detection. Second, a neural network is designed to learn the representation of packet payload based on Long Short-Term Memory (LSTM) and Convolutional Neural Networks (CNN). Furthermore, we cast the anomaly detection as a classification problem and stack a Multi-Layer Perception (MLP) on the above representation learning network to detect anomalies. Extensive experimental results on three public datasets indicate that our model could achieve a higher detection rate, while keeping a lower false positive rate compared with five state-of-the-art methods.