A liquid crystal display panel, a liquid crystal display device and a method of controlling a gray scale of a liquid crystal display device are provided. The display panel includes first and second substrates, and a liquid crystal layer between the first and second substrates, wherein the second substrate is at a light-emitting side of the liquid crystal layer. The display panel further includes a first transparent electrode and a second transparent electrode, which are between the first and second substrates and arranged at two sides of the liquid crystal layer respectively, wherein at least one of the transparent electrodes includes a plurality of sub-electrodes parallel to each other and each extending in a straight line. The display panel also includes a refraction layer between the crystal layer and the second substrate, the refraction layer having a refractive index less than a refractive index of the liquid crystal layer.