Generally speaking, most Confucian study in philosophy sphere concerns about its thoughts and notions nowadays and often neglects the empirical foundations of those notions. However, this is a bias from modern sight, and this prejudice will probably lead to a kind of reductionism, for example they will see some sacred feelings of Confucians' as some other levels, as a result, they will reduce the sacred dimension in Confucian tradition to another kind such as merely a morality. In this sense, it is necessary to explore the Confucian historical experiences from the viewpoint of religious study, for it will play an important role to understand the Confucian spirituality. A methodological reflection will be made in this article about how to study Confucian's ritual experience from the viewpoint of religious study, and through the example of Chu Hsi's experiences in sacrificing Confucius, an approach to the personal life experience in Confucian history will be highlighted.