The glueball-to-vacuum matrix elements of local gluonic operators in scalar, tensor, and pseudoscalar channels are investigated numerically on several anisotropic lattices with the spatial lattice spacing in the range 0.1fm -- 0.2fm. These matrix elements are needed to predict the glueball branching ratios in $J/\psi$ radiative decays which will help to identify the glueball states in experiments. Two types of improved local gluonic operators are constructed for a self-consistent check, and the finite volume effects are also studied. The lattice spacing dependence of our results is very small and the continuum limits are reliably extrapolated.