It is doubted that the episode of Wuji kingdom in chapters 36-39 of A Pilgrimage to the West might probably be written and added in that book by an unknown author 20 years after the death of Wu Cheng-en. It is indicated that the content of this Western Region episode originated from the legend of the Prince of Denmark that widely spread in European continent : Mathew Ricci, the first misisonary to China in the 1680s, might be the transmitter of this story. Some traces may still be seen in the episode of Wuji Kingdom about the beliefs of Christianity, which provides evidence for the above judgement Both A Pilgrimage to the West and Shakespeare's Hamlet absorbed the legend of the Prince of Denmark as literary material; the former was earlier than the latter. The involvement of the idea of "three religions in one," more representative of various cultures.