There is almost no study about The Epistemology of Confucian in arly-Western Han of cross-Strait. In this paper, I try to establish the theory of Epistemology in two horizons such as cognitive subject and cognitive acts. In the horizon of subject, human nature, "Xing" and faculty integrate person's cognitive subject. Through the cognitive subject, person could understand the knowledge. In the second horizon of cognitive acts, Confucian scholars respected Sacred Five Classics, they studied the knowledge of the Five Classics as immerse the will of Heaven, and cultivated faultless moral. It is thus clear that the knowledge of the Five Classics was not only "pure knowledge" but also a kind of the way to practice the moral acts.