We consider the geometric part of the effective action for the fractional quantum Hall effect (FQHE). It is shown that accounting for the framing anomaly of the quantum Chern-Simons theory is essential to obtain the correct gravitational linear response functions. In the lowest order in gradients, the linear response generating functional includes Chern-Simons, Wen-Zee, and gravitational Chern-Simons terms. The latter term has a contribution from the framing anomaly which fixes the value of thermal Hall conductivity and contributes to the Hall viscosity of the FQH states on a sphere. We also discuss the effects of the framing anomaly on linear responses for non-Abelian FQH states.