The electronic and optical properties of α-graphyne sheet are investigated by using density functional theory. The results confirm that α-graphyne sheet is a zero-gap semimetal. The optical properties of the α-graphyne sheet such as dielectric function, refraction index, electron energy loss function, reflectivity, absorption coefficient and extinction index are calculated for both parallel and perpendicular electric field polarizations. The optical spectra are strongly anisotropic along these two polarizations. For (E_x), absorption edge is at 0 eV, while there is no absorption below 8 eV for (E_z).