The two-dimensional Quantum Hall effect with no external magnetic field is called the Quantum anomalous Hall (QAH) effect. So far, experimentally realized QAH insulators all exhibit ferromagnetic order and the QAH effect only occurs at very low temperatures. On the other hand, up to now the QAH effect in collinear antiferromagnetic (AFM) materials has never been reported and the corresponding mechanism has never been proposed. In this communication, we realize the QAH effect by proposing a four-band lattice model with static AFM order, which indicates that the QAH effect can be found in AFM materials. Then, as a prototype, we demonstrate that a monolayer CrO can be switched from an AFM Weyl semimetal to an AFM QAH insulator by applying strain, based on symmetry analysis and the first-principles electronic structure calculations. Our work not only proposes a new scenario to search for QAH insulators in materials, but also reveals a way to considerably increase the critical temperature of the QAH phase.