We give a prescription for calculating the holographic Weyl anomaly in arbitrary dimension within the framework based on the Hamilton-Jacobi equation proposed by de Beer, Verlinde and Verlinde. A few sample calculations are made and shown to reproduce the results that are obtained to this time with a different method. We further discuss continuum limits, and argue that the holographic renormalization group may describe the renormalized trajectory in the parameter space. We also clarify the relationship of the present formalism to the analysis carried out by Henningson and Skenderis.