On September 16, 2019, when a M5.0 earthquake occurred in Zhangye, Gansu Province, the geophysical anomalies of multiple time and spatial scales were observed before the event, including "geomagnetic low-point displacement" that spanned an area of square kilometers and electromagnetic disturbance on a single observatory. In addition, there exist both annual distortion of apparent resistivity of Shandan observatory which lasted for 2 years and borehole strain anomalies and low frequency electromagnetic disturbance at Gaotai observatory which appeared within 3 months prior to the Zhangye earthquake. Abundant abnormal signals were observed although the magnitude of the Zhangye earthquake is not a very big one, which indicates that the fault of northern margin of the Qilian Mountain is a sensitive region of seismic electromagnetic signal. The synchronous abnormal changes of the borehole strain at Gaotai observatory revealed that the stress in the seismogenic region had changed significantly before the earthquake.