Abstract: Zhu Xi constructed his theory system through annotating classics, particularly the Four Books. The completion of the Four Books with Collected Commentaries lasted for many years. Zhu Xi spent more than 40 years finishing the Analects and Mencius and were still revising the Great Learning until his death. Zhu Xi's explanation for the Four Books was affected by Cheng brothers' concept of the principle of heaven (tianli). The Four Books illuminated sages' values and rules. Compared with the Six Classics that contained many aspects of Chinese culture and were difficult to comprehend, the Four Books should be the beginning for scholars to learn classics.