In this paper, we argue that “abiding in the Highest Good” is a basic .interpretive dimension of Great Learning by Zhu Zi (1130-1200). For Zhu Zi, “the Highest Good” is different than general “Good”. “Good” is the result of childhood education. It means for people to be good in a general sense. And, the way of learning to be Great (adult education) intends that people “abiding in the Highest Good”, to be sages. So-called “abiding in the Highest Good” means to push man's original clear character to perfection, and to let people’s mind not be infected by any excessive personal desire. The expression of “abiding in the Highest Good” also means to observe and experience every thing very precisely, not be influenced by changes of things and to keep our mind calm, but also means to arrange things very properly from different sides. Meanwhile, to achieve “abiding in the Highest Good”, people are requested to resort to every conceivable means, and step by step to arrive at “abiding in the Highest Good”. In this effort, systematically increasing progressively, the most important thing is investigation of things and extention of knowledge, this is the most important guarantee for “abiding in the Highest Good”. This is why Zhu Zi thinks much of investigating things when he explains the Great Learning. Therefore, the purpose of investigation of things is not for erudition, but for “abiding in the Highest Good” in the field of practice; there may be some deviations if people understand Zhu Zi’s “investigation of things” only from the standpoint of intellectualism.