Abstract: Zhu Xi not only gathered together all that was good in Neo-Confucianism, but also carried out a wide and intensive research on natural science. For the latter however, scholars so far haven't made systematical analysis. Through the reconsideration of the content and value of Zhu Xi' doctine of "to attain knowledge by observing the world" which is the significant one in Zhu Xi's system, this paper tries to reveal that the scientific rational thought and moral practice are the two fundamental components of Zhu Xi' theory system.