In this research, the finite difference lattice Boltzmann method(FDLBM) is used to analyze gravity currents in the lock exchange configuration that occur in many natural and man-made situations. At a lock those are seen when a gate is suddenly opened, and, in the atmosphere, when the thunderstorm outflows make a cold front. At estuaries in the ocean, the phenomenon is found between fresh water from a river and salt water in the sea. Since such interesting phenomena were recognized, pioneers have challenged to make them clear by conducing both experiments and analysis. Most of them were about the currents of liquid or Boussinesq fluids, which are assumed as incompressible. Otherwise, the difference in density of two fluids is small. The finite difference lattice Boltzmann method has been a powerful tool to simulate the flow of compressible fluids. Also, numerical predictions using FDLBM to clarify the gravity currents of compressible fluids exhibit all features, but typically observed in experimental flows near the gravity current head, including the lobe-and-cleft structure at the leading edge.