The Confucians of Sung dynasty returned to the essential directions pointed out by pre-Chin Confucians. They inherited Confucius and Mengtz’s training of the ideal personality and elaborating it even further. Those Confucians established the more refined doctrines of moral cultivation which gave people something to follow on the pilgrimage to the sainthood. In Sung dynasty, the two Chengs (Cheng I-Chuan and Cheng Hau) developed of the doctrines of Li even further. Their doctrines of moral cultivation, which set up the various directions for later Confucians, had significant influence on the schism of the doctrines of li in Sung and Ming dynasties, and therefore deserve our esteem. This paper explores Cheng I-Chuan’s doctrines of mind and moral cultivation, and explains his theory about how to acquire knowledge and comprehend the whole truth by studying the phenomena of nature. The truth to be acquired is the substantial li, and the objective li of the universe has to be understood by one’s moral spirit. Therefore, the writer begins the argument by explicating the meaning and position of li in Cheng I-Chuan’s philosophy and be showing the structure of his doctrines of human nature. From those explications, the writer deduces Cheng I Chuan’s cultivation doctrines and then illustrates his pilgrimage to the sainthood by showing how he acquires knowledge and comprehend, the whole truth through studying the phenomena of nature. This essay is divided into five sections: the first section is the forward; the second section covers Cheng I-Chuan’s doctrines of human nature; the third section is his theory about how to acquire knowledge; the forth section is his theory about how to comprehend the whole truth; and the final section is the conclusion.