Anisotropic lattice QCD studies of penta-quarks(5Q) with J(P) = 1/2(+/-) and 3/2(+/-) are presented at the quenched level together with tetra-quarks(4Q). The standard gauge action at beta = 5.75 and O(a) improved quark (clover) action with K = 0.1410(0.010)0.1440 are employed on the anisotropic lattice with the renormalized anisotropy a(s)/a(t) = 4. The "hybrid boundary condition(HBC)" is adopted to discriminate a compact resonance state from scattering states. Only massive 5Q states are found for J(P) = 1/2(+) and 3/2(+/-), which cannot be identified as Theta(+)(1540). A low-lying 5Q state is found for J(P) = 1/2(-) at m5Q similar or equal to 1.75 GeV, which however turns out to be an NK scattering state through the HBC analysis. A preliminary result for 4Q states is presented suggesting an existence of a compact 4Q resonance at m(4Q) similar or equal to 1.1 GeV in the idealized SU(4)(f) chiral limit.