The transit light curve of a transiting exoplanet offers us an opportunity to measure the fractional radius, semi-major axis and orbital inclination of the star-planet system. Precision of those parameters is strongly affected by limb darkening of the host star. In this study, we examine the limb darkening effect on the transit light curves of HAT-P-32b. The transit light curves of HAT-P-32b were observed on three nights at TUBITAK National Observatory with a 100-cm aperture telescope in Bessel R and V filters. The light curves were solved using jktebop code. Linear, square root, logarithmic and quadratic limb darkening laws were taken into account during the analysis. The derived limb darkening coefficients from our observations were then compared with theoretical values given in the literature. We conclude that more sensitive data, such as space based photometric observations, are needed in order to determine the limb darkening coefficients accurately.