In [4], we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of law of large numbers in probability theory; in [5], we proved that the linear statistic of eigenvalues satisfies the central limit theorem. In this article, we continue to study another important theorem in probability theory -the concentration of measure theorem, especially for the Gaussian SYK model. We will prove a large deviation principle (LDP) for the normalized empirical measure of eigenvalues when qn = 2, in which case the eigenvalues can be expressed in term of these of Gaussian random antisymmetric matrices. Such LDP result has its own independent interest in random matrix theory. For general qn ≥ 3, we can not prove the LDP, we will prove a concentration of measure theorem by estimating the Lipschitz norm of the Gaussian SYK model.