Fe3GaTe2, with intrinsic magnetism at ambient temperature and high perpendicular magnetic anisotropy, is a promising van der Waals material for 2D-materials-based spintronic devices. Herein, we report the anisotropic magnetocaloric effects and magnetic critical phenomena in Fe3GaTe2 single crystal. Owing to the large anisotropy, magnetic entropy change (−ΔSM) shows anisotropic character with −ΔSMmax of 1.67 J kg−1 K−1 along the c axis and 1.11 J kg−1 K−1 in the ab plane under field change of 5 T. The rotating ΔSM from the ab plane to the c axis reaches 0.67 J kg−1 K−1 at magnetic field of 5 T. By carefully fitting the −ΔSMmax and relative cooling power (RCP), we determine their relationships to be −ΔSMmax∝Hn (n = 0.694(1)) and RCP∝Hm (m = 1.301(3)) for the magnetic field along the c-axis. Further analysis of critical behavior near TC reveals critical exponents β = 0.41(1) at TC = 341.5(1) K, γ = 1.01(1) at TC = 341.6(3) K, and δ = 3.67(15) at TC = 340 K, indicating a three-dimensional complex magnetic exchange.