This paper presents an application monitoring infrastructure developed within the CrossGrid project. The software is aimed at enabling performance measurements for the application developer and in this way facilitating the development of applications in the Grid environment. The application monitoring infrastructure is composed of a distributed monitoring system, the OCM-G, and a performance analysis tool called G-PM. The OCM-G is an on-line, grid-enabled, monitoring system, while G-PM is an advanced graphical tool which allows to evaluate and present the results of performance monitoring, to support optimization of the application execution. G-PM supports build-in standard metrics and user-defined metrics expressed in the Performance Measurement Specification Language (PMSL). Communication between the G-PM and the OCM-G is performed according to a well-defined protocol, OMIS (On-line Monitoring Interface Specification). In this paper, the architecture and features of the OCM-G and G-PM are described as well as an example of use of the monitoring infrastructure to visualize the status and communication in the application, to evaluate the performance, including discovering the reason of the performance flaw.