This paper reviewed the literature of the previous research and questionnaire survey on reading strategy. Based on theories of psycholinguistics, a five-week experiment was carried out in order to probe into the effectiveness of strategy training. The experiment was designed to answer the following question: Can reading comprehension be improved by strategy training? Two groups of subjects from non-English majors participated in the experiment and questionnaire survey. Experimental group received training on reading strategies while control group didn't. By comparing the results of the pretest and posttest of the two groups, the effectiveness of strategy training was examined. The results of data analysis indicated that both efficient and non-efficient readers use strategies to facilitate their reading and there was no significant difference between them with regard to strategy use in general, but some strategies were especially favored by the efficient readers and that reading competence could be improved by strategy training.