To improve our understanding of the formation and evolution of the Moon, one of the payloads onboard the Chang'e-3 (CE-3) rover is Lunar Penetrating Radar (LPR). This investigation is the first attempt to explore the lunar subsurface structure by using ground penetrating radar with high resolution. We have probed the subsurface to a depth of several hundred meters using LPR. In-orbit testing, data processing and the preliminary results are presented. These observations have revealed the configuration of regolith where the thickness of regolith varies from about 4 m to 6 m. In addition, one layer of lunar rock, which is about 330 m deep and might have been accumulated during the depositional hiatus of mare basalts, was detected.