The investor irrationality in China"s stock market has always been important in asset pricing. In order to test the influence of investor irrational, Using stock trading data from 1997 to 2018, this paper builds an irrational belief variable based on the heterogeneous belief variable, and empirically explores the influence on stock anomalies. The results show that irrational beliefs have negative predictive power for future returns. To test the variable to explain the anomalies returns ability, this paper builds a belief factor model including market factor (MKT), size factor (SMB) and belief factor(FMG). And we copy the 102 anomalies of market friction, momentum-reversed, value-growth, investment, profits and intangible assets. Finally, this paper uses the CAPM model, FF-5 model, CH-3 model and B-3 model and finds that belief factor model has relative advantage from the results of both adjust alpha and significance of GRS tests. This suggests that irrational belief may be the main factor of stock anomalies.