There are some problems such as uncertain thresholds, high dimension of monitoring parameters and unclear parameter relationships in the anomaly detection of aero-engine gas path. These problems make it difficult for the high accuracy of anomaly detection. In order to improve the accuracy of aero-engine gas path anomaly detection, a method based on Markov Transition Field and LSTM is proposed in this paper. The correlation among high-dimensional QAR data is obtained based on Markov Transition Field and hierarchical clustering. According to the correlation analysis of high-dimensional QAR data, a multi-input and multi-output LSTM network is constructed to realize one-step rolling prediction. A Gaussian mixture model of the residuals between predicted value and true value is constructed. The three-sigma rule is applied to detect outliers based on the Gaussian mixture model of the residuals. The experimental results show that the proposed method has high accuracy for aero-engine gas path anomaly detection.