The quantum anomalous Hall effect (QAHE), carrying dissipationless chiral edge states, occurs without any magnetic field. Two main strategies were proposed to host QAHE: the magnetic topological insulator thin films and graphene systems. Only the former one was realized in experiment at low temperature. In this paper, by dealing with the two-dimensional electron gas with an anti-dot lattice, a realistic platform is proposed to host the QAHE with both Chern number [Formula: see text] and [Formula: see text]. Based on the calculation of the Berry curvature integral and spacial wave function, the topological nature of the QAH edge states is well demonstrated. In the QAH region, the conductance shows quantized plateaus and their values are robust against Anderson disorder. In addition, we have also studied the effects of the size and shape of the anti-dot lattice on QAHE and they provide extra manners to adjust the system parameters. Taking the advantages of the well developed micro-manufacture technique in semiconductors, the proposal is experimentally accessible in micro-scale.