This article aims to analyze the existence and effect of contemporary concept of ‘world history’ from the perspective of historical epistemology. It tries to clarify the nature of Eurocentrism consisted in that concept, and the challenge and dilemma Eurocentrism faces in the experience of globalization, so as to provide some suggestions on how to establish a real globalized 「world history」 concept on the basis of epistemology. The author thinks that for the growth of moderntiy, the concept of ‘world history’ has gradually become the reservoir of worldview and axiology that regards Europe and western world as its center. Depending on onological illusion, transcendental illusion, and simplified illusion, that concept plunges us into Eurocentrism. With the rising of the experience of globalization in 20th century, the pattern of western ‘world history’ reveals its own inability to interpret reality and to satisfy the theoretic requirement of postmodernist. Although postmodernity helps to deconstruct the logocentrism in that concept of western ‘world history’, this doesn't mean that it has the ability to finish the task of establishing a very ‘world history’ of globalization. To finish that task, we need to reconstruct reason first. Of course, history can provide references and support, but the creativity and imagination depending on future and present will be even more important.