Gamma-ray bursts (GRBs) are now considered as relativistic jets. We analyze the gravitational waves from the acceleration stage of the GRB jets. We show that (i) the point mass approximation is not appropriate if the opening half-angle of the jet is larger than the inverse of the Lorentz factor of the jet
(ii) the gravitational waveform has many step function like jumps, and (iii) the practical DECIGO and BBO may detect such an event if the GRBs occur in the Local Group. We found that the light curve of GRBs and the gravitational waveform are anticorrelated so that the detection of the gravitational wave is indispensable to determine the structure of GRB jets.