In the field of iron-based superconductors, one of the frontier studies is about the pairing mechanism. The recently discovered (Li(1-x)Fe(x))OHFeSe superconductor with the transition temperature of about 40 K provides a good platform to check the origin of double superconducting gaps and high transition temperature in the monolayer FeSe thin film. Here we report a scanning tunnelling spectroscopy study on the (Li(1-x)Fe(x))OHFeSe single crystals. The tunnelling spectrum mimics that of the monolayer FeSe thin film and shows double gaps at about 14.3 and 8.6 meV. Further analysis based on the quasiparticle interference allows us to rule out the d-wave gap, and for the first time assign the larger (smaller) gap to the outer (inner) Fermi pockets (after folding) associating with the dxy (dxz/dyz) orbitals, respectively. The gap ratio amounts to 8.7, which demonstrates the strong coupling mechanism in the present superconducting system.