Two-dimensional (2D) materials with nontrivial band crossings, namely linear or double Weyl points, have been attracting tremendous attention. However, it remains a challenge to find existing 2D materials that host such nontrivial states. Here, based on first-principles calculations and symmetry analysis, we discover that the recently synthesized BL-α borophene is a metal with a tunable double Weyl point. Remarkably, both bands forming the double Weyl point have upward band bending. In addition, it shows an anisotropic band dispersion when away from the double Weyl point. To characterize its anisotropy, we define a quantity G, which could be changed from 1 to infinity when going from the energy of the double Weyl point to the Fermi level. Furthermore, the outer band of the double Weyl point is sensitive to biaxial strain, and could be changed from upward bending to downward bending. During this process, it has a critical case, in which the outer-band becomes flat. The changes in outer-band induce a variation in the density of states around the double Weyl point, thus giving rise to changes in its macroscopic physical properties. Applying a uniaxial strain enables the double Weyl point to transform into a pair of Weyl points by breaking the threefold rotation of BL-α borophene. When breaking the inversion symmetry and in-plane twofold rotation symmetry by a vertical symmetry, the double Weyl point still persisted; meanwhile, an additional pair of linear Weyl points appears on the high-symmetry path, giving rise to a Weyl complex case. Overall, our work thus provides an existing 2D material, BL-α borophene, to study the nontrivial band crossings in 2D.