Three approaches in interpreting classics, namely the approach of the learning of the Confucian Classics, the approach of the learning of the Principle and that of literature, were adopted in Shiji. This paper aims to examine the overall picture of the approach of the learning of the Confucian Classics witnessed in Shiji and exposit the characteristics in Yan Can's interpretation of the Classics. However, when facing the Chinese traditional Classics, there are very close relation between the methods of interpretation used by the interpreters and their own attitudes towards the Classics. This may go to the extreme that their attitudes are important elements in determining the methods employed. Therefore, this paper, though, studies the characteristics of Yan Can's interpretation of Classics from a methodological approach, must also observes his attitudes toward Shying and the overall impression of the school of Maoshih. Yan Can accepted the kind of interpretation model of moral teaching reflected in the Preface. The aim of his writing of the Shiji was still "using Shying to achieve moral teaching." He had complete respect for the "First Preface." He thought that it was the writing of the national historians. He held different opinions against the "Last Preface" from time to time. Yan Can also believed that it was Confucius who determined the selection of ancient poems. In his interpretations of Shijing, he inherited the idea of praising and satirizing. He emphasized the importance of the meanings of the poems beyond words. The methods employed by Yan Can in his interpretation are very traditional. The model used in sinology was used. Basically, it adopted the method of "using the same classic to interpret the target classic," "using the other classics to interpret the target classic," "using the commentaries to interpret the target classic," and "using commentaries of other classics to interpret the target classic." By means of collecting, grouping, sorting out, analyzing, examining and inducing data, he interpreted the meaning of the classics. All these steps, of course, are very realistic methods of interpretation.