The multi-wavelength anomalous dispersion (MAD) experiment is one of the main methods in three- dimensional structure determination of macromolecular crystal. In the macromolecular crystallography station (3W1A) of Beijing Synchrotron Radiation Facility (BSRF) the first MAD experiment was completed in Oct. 2003 and good results were obtained. This paper discusses the details of the MAD experiment and data processing. The success of the experiment has shown that the 3W1A station in BSRF has the ability to supply this most important and popular structure determination method.