Exotic topological states of matter such as Floquet topological insulator or Floquet Weyl semimetal can be induced by periodic driving. This work proposes a Floquet semimetal with Floquet-band holonomy. That is, the system is gapless, but as a periodic parameter viewed as quasimomentum of a synthetic dimension completes an adiabatic cycle, each Floquet band as a whole exchanges with other Floquet bands. The dynamical manifestations of such Floquet-band holonomy are studied. Under open boundary conditions, we discover anomalous chiral edge modes localized only at one edge, winding around the entire quasienergy Brillouin zone, well separated from bulk states, and possessing holonomy different from bulk states. These remarkable properties are further exploited to realize quantized or half-quantized edge state pumping.