It would help if you gave some context. Is there any evidence, or even theoretical work, that suggests neutrinos are not affected by gravity?
I suppose you could argue that the similar arrival times of photons and neutrinos from SN 1987A was evidence that neutrinos and photons are following the same path through spacetime and both being "gravitationally delayed" by the same amount as they travel from the Large Magellanic Cloud (see Shapiro delay). However, I am unsure to what extent this is degenerate/confused with assumptions about the neutrino masses.
There must also be indirect evidence in the sense that if neutrinos had mass but were unaffected by gravity, then the large scale structure in the universe could look very different. However, I feel that given neutrinos are already an example of hot dark matter, such a signature could be extremely elusive.
Firm evidence may need new neutrino telescopes. One test would be to search for neutrinos from the centres of other stars using the gravitational focusing effect of the Sun. There are predictions that, for instance, the neutrinos from Sirius would be focused at around 25 au from the Sun and would have an intensity about one hundredth of the neutrino flux from the Sun at the Earth. Such a detection would be very clear evidence that neutrinos are being affected by gravity as expected (Demkov & Puchkov 2000).
In a similar vein, any positive detection of the cosmic neutrino background should be modulated by gravitational focusing by the Sun at the level of about 1 per cent (Safdi et al. 2014). This is because an isotropic neutrino background will form a "wind" that the Sun passes through. When the Earth is leeward of the Sun, neutrinos would be gravitationally focused and there should be a larger flux.