The Gum Nebula is a faint supernova remnant extending about 40° across the southern sky, potentially affecting tens of background pulsars. Though the view that the Gum Nebula acts as a potential scattering screen for background pulsars has been recurrently mentioned over the past five decades, it has not been directly confirmed. We chose the strong background pulsar PSR B0740-28 as a probe and monitored its diffractive interstellar scintillation (DISS) at 2.25 & 8.60 GHz simultaneously for about two years using the Shanghai Tian Ma Radio Telescope (TMRT). DISS was detected at both frequencies and quantified by two-dimensional autocorrelation analysis. We calculated their scattering spectral index α and found that 9/21 of the observations followed the theoretical predictions, while 4/21 of them clearly showed α < 4. This finding provides strong support for anomalous scattering along the pulsar line of sight, due to the large frequency lever arm and the simultaneous features of our dual-frequency observations. In comparison to the 2.25 GHz observations, scintillation arcs were observed in 10/21 of the secondary spectrum plots for 8.60 GHz observations. Consequently, the highest frequency record for pulsar scintillation arc detection was updated to 8.60 GHz. Our fitting results were the most direct evidence for the view that the Gum Nebula acts as the scattering screen for background pulsars, because both the distance (245 +69−72 pc) and transverse speed (22.4 4.1−4.2 km s−1) of the scintillation screen are comparable with related parameters of the Gum Nebula. Our findings indicated that anisotropic scattering provides a superior explanation for the annual modulation of scintillation arcs than isotropic scattering. Additionally, the orientation of its long axis was also fitted.