Lunar Laser Ranging (LLR) measures the distance between observatories on Earth and retro-reflectors on Moon since 1970. In this paper, we study the effect of non-tidal station loading (NTSL) in the analysis of LLR data. We add the non-tidal loading effect provided by three data centres: the German Research Centre for Geosciences (GFZ), the International Mass Loading Service (IMLS) and EOST loading service of University of Strasbourg in France, as observation level corrections of the LLR observatories in our analysis. This effect causes deformations of the Earth surface up to the centimetre level. Its addition in the Institute of Geodesy (IfE) LLR model, it leads to a change in the uncertainties (3-sigma values) of the station coordinates resulting in up to a 0.60% improvement, an improvement in the post-fit LLR residuals of up to 9%, and a decrease in the power of the annual signal in the LLR post-fit residuals of up to 57%.