The generation of anti-Stokes light based on KGd(WO₄)₂ (KGW) crystal under the condition of narrow interval pulse train synchronous pump is studied. Using KGW crystal as Raman crystal, pulsed picosecond laser as pump source, the wavelength is 1064 nm, and the pulse repetition rate is 1 kHz. Using flat-flat cavity, plano-convex cavity, and concave-convex cavity as synchronous Raman cavity, the thresholds of anti-Stokes light produced by the three kinds of cavity structures is studied, respectively. Experiments have proved that when the synchronous Raman cavity adopts a plano-convex cavity and a concave-convex cavity structure, it produces a low-threshold output and a high-order anti-Stokes light with a threshold lower than the second-order Stokes light. Light output, where the threshold of high-order anti-Stokes light under the plano-convex cavity structure is lower.