In this paper we considered the approximation errors of Lagrange interpolation based on the third Chebyshev knots in the worst case setting.For Lagrange interpolation approximation in the maximum norm and the weighted L2 norm,we obtained the exact approximation values for an analytic function class.For Lagrange interpolation approximation in the weighted Lp(p > 1,p ≠ 2)norm,we obtained the strong asymptotic order for this analytic function class.