The cognition method of “observing things” by the famous Confucian, Shao Yong from the early Song Dynasty has an extremely broad and profound meaning. It overlaps and also has similarities with Marxist epistemology. This article attempts to examine it from the perspective of Marxist epistemology; beginning with the subject and object of knowledge, the method of knowledge, and the purpose of knowledge to interpret and reflect on Shao Yong’s thought of “observation.”