Graphene has shown great application potentials as the host material for next generation electronic devices. However, despite its intriguing properties, one of the biggest hurdles for graphene to be useful as an electronic material is its lacking of an energy gap in the electronic spectra. This, for example, prevents the use of graphene in making transistors. Although several proposals have been made to open a gap in graphene's electronic spectra, they all require complex engineering of the graphene layer. Here we show that when graphene is epitaxially grown on the SiC substrate, a gap of ~ 0.26 is produced. This gap decreases as the sample thickness increases and eventually approaches zero when the number of layers exceeds four. We propose that the origin of this gap is the breaking of sublattice symmetry owing to the graphene-substrate interaction. We believe our results highlight a promising direction for band gap engineering of graphene.