In a grid workflow, data transfer scheme plays a key role on its performance. In most grid projects, data is transferred between source and destination directly in the traditional way, without considering the status of network. In this paper, we present a data transfer scheme of grid workflow based on weighted directed graph. The scheme selects data transfer model according to the job's data processing rate. Based on the different bandwidths between grid nodes, it builds a weighted directed graph to select a best transfer path. Simulation results show that the scheme can effectively improve the performance of grid workflows.