Quantum anomalies give rise to new transport phenomena. In particular, a magnetic field can induce an anomalous current via the chiral magnetic effect and a vortex in the relativistic fluid can also induce a current via the chiral vortical effect. The related transport coefficients can be calculated via Kubo formulas. We evaluate the Kubo formula for the anomalous vortical conductivity at weak coupling and show that it receives contributions proportional to the gravitational anomaly coefficient. The gravitational anomaly gives rise to an anomalous vortical effect even for an uncharged fluid.