Anomaly detection of remote sensing images has gained significant attention in remote sensing image processing due to their rich spectral information. The Local RX (LRX) algorithm, derived from the Reed-Xiaoli (RX) algorithm, is a hyperspectral anomaly detection method that focuses on identifying anomalous pixels in hyperspectral images by exploiting local statistics and background modeling. However, it is still susceptible to the noises in the Hyperspectral Images (HSIs), which limits its detection performance. To address this problem, a hyperspectral anomaly detection algorithm based on channel attention mechanism and LRX is proposed in this paper. The HSI is feed into the auto-encoder network that is constrained by the channel attention module to generate a more representative reconstructed image that better captures the characteristics of different land covers and has less noises. The channel attention module in the auto-encoder network aims to explore the effective spectral bands corresponding to different land covers. Subsequently, the LRX algorithm is utilized for anomaly detection on the reconstructed image obtained from the auto-encoder network with the channel attention mechanism, which avoids the influence of noises on the anomaly detection results and improves the anomaly detection performance. The experiments are conducted on three HSIs to verify the performance of the proposed method. The proposed hyperspectral anomaly detection method achieves higher Area Under Curve (AUC) values of 0.9871, 0.9916 and 0.9642 on HYDICE urban dataset, AVIRIS aircraft dataset and Salinas Valley dataset, respectively, compared with other six methods. The experimental results demonstrate that the proposed algorithm has better anomaly detection performance than LRX and other algorithms.