Magnetic anisotropy of Permalloy (Py) antidot square lattice was investigated by torquemetry method using Rotation Magneto-Optic Kerr Effect (ROTMOKE). We find that there exists a field-dependent 4-fold magnetic anisotropy with the easy magnetization axis along the [11] axis of the antidot square lattice. In addition, there also exists an artifact of a uniaxial magnetic anisotropy in ROTMOKE result. We show that both results are due to the period wiggling of the magnetization in space which was confirmed by magnetic imaging using magnetic transmission soft x-ray microscopy (MTXM). Micromagnetic simulation from MuMax3 supports the wiggling structure of the magnetization, as well as reproduces ROTMOKE result. A simplified model was developed based on the periodic wiggling of the magnetization and successfully explored the physical origin of the field-dependent 4-fold anisotropy and the artifact of the uniaxial anisotropy.