This article aims to explore the origin, development and consequence of western rationalization on the perspective of Weber. As is known to all, Weber’s sociological studies focus his topics on the uniqueness and the historical causes of western rationalization. In order to answer such questions, Weber attempted to use scientific method to explicate the relationship between religions with capitalism, and then took this explication as the foundation of his rationalization theory. While Weber analyzed the history of rationalization based on the relationship between religions with capitalism, he discovered that though the consequence of rationalization has never been the phenomenon that people expected and intended, and that the modern persons remained unable to escape from the cage of rationalization. Weber used the discovery as the research topic, and carefully retraced how and why such unexpected and unintended historical consequences had been formed. His argument on unintended consequences has eventually been considered as an important contribution to social science and sociology.