Crowd anomaly detection suffers from limited training data under weak supervision. In this paper, we propose a dual-mode iterative denoiser to tackle the weak label challenge for anomaly detection. First, we use a convolution autoencoder (CAE) in image space to act as a cluster for grouping similar video clips, where the spatial-temporal similarity helps the cluster metric to represent the reconstruction error. Then we use the graph convolution neural network (GCN) to explore the temporal correlation and the feature similarity between video clips within different rough labels, where the classifier can be constantly updated in the label denoising process. Without specific image-level labels, our model can predict the clip-level anomaly probabilities for videos. Extensive experiment results on two public datasets show that our approach performs favorably against the state-of-the-art methods.