Lorentz symmetry (LS), one of the most fundamental physical symmetries, has been extensively studied in the context of quantum gravity and unification theories. Many of these theories predict a LS violation, which could arise from the discreteness of spacetime, or extra dimensions. Standard-model extension (SME) is an effective field theory to describe Lorentz violation whose effects can be explored using precision instruments such as atomic clocks and gravitational-wave (GW) detectors. Considering the pure-gravity sector and matter-gravity coupling sector in the SME, we studied the leading Lorentz-violating modifications to the time delay of light and the relativistic frequency shift of the clock in the space-based GW detectors. We found that the six data streams from the GW mission can construct various combinations of measurement signals, such as single-arm round-trip path, interference path, triangular round-trip path, etc. These measurements are sensitive to the different combinations of SME coefficients and provide novel linear combinations of SME coefficients different from previous studies. Based on the orbits of TianQin, LISA, and Taiji missions, we calculated the response of Lorentz-violating effects on the combinations of the measurement signal data streams. Our results allow us to estimate the sensitivities for SME coefficients: 10−6 for the gravity sector coefficient , 10−6 for matter-gravity coupling coefficients and , and 10−5 for and .