Macau has been the first window of China’s opening to the outside since the European Religious Reformation. The Christian Religion¡¦s history of missionizing Chinese also started from Macau. Thus, Macau has been drastically significant to the exchanges between the Western and Eastern culture since the Qing dynasty. The cultural exchanges between the East and the West in the modern time unfolded in the form of the Christian religion spreading in China. People like the Catholic missionary Matteo Ricci and the Protestant missionary Morrison first arrived in Macau and started missionizing in the Mainland China after learning the Chinese culture and building up their energies. Their missionary success in China was attributed to their adequate preparation of Chinese knowledge. In addition, the westernization of the Chinese culture went smoothly through the convenient media of the Christian religion, enabling the modern West to approach the East and have a better knowledge of China. Therefore, in the development of the international Chinese studies and the formation of the history of the transportation between East and West, the Macau studies have become an important part. This article probes in to the cultural exchanges between the East and the West from the formation of the Macau studies and its relationship between the Christian religion and the conclusion of other religions to articulate the unique role the Macau studies play and its significance therein.