Taking 125 non-English major freshmen as the subjects, this paper reports on an empirical study exploring the relationship between breadth of vocabulary knowledge as well as grammatical knowledge and listening comprehension by utilizing multivariate analyses. The results indicate the breadth of lexical knowledge is significantly and positively inter-correlated with listening comprehension and compound dictation. Grammatical knowledge is significantly and positively inter-correlated with listening comprehension and its three sections. The breadth of vocabulary knowledge accounts for no significant variance in listening comprehension and dictation. Grammatical knowledge contributes to significant contribution to the performance in listening comprehension and dictation explaining 25%, 3%, respectively. The results and pedagogical implications of the study were discussed from the perspective of teaching of second language listening.