”Shi Ji” (《史記》)is an important history book , there are many data to studies of ancient Chinese political, economic and social. Scholars believe that Sima Qian(司馬遷) was an outstanding historian, recorded the number of important historical people and historical events. However, the ”Shi Ji” is not just a history book, but also record the political theory of Sima Qian.Before ”Shi Ji”, the ”Chun Qiu”(《春秋》) records the political thought of Confucius. Therefore, Sima Qian inherited the work of Confucius. However, ”Shi Ji” records the age is very long. Readers are difficult to understand the political thinking of Sima Qian. Researchers can find the answer from the Sima Qian's preface or Tai Shi Gong's commentary(太 史公曰), may not be the complete answer.How the ”Shi Ji” to choose a historical person or a historical event? If we can know the answer, perhaps we can understand the political thinking of Sima Qian. This paper analyzes the generals biography of Han Dynasty first year, to understand ”Shi Ji” how to choose, and Sima Qian's political theory.