Abstract: Generally speaking, the ideas of knowing and practicing belongs to the sphere of self-training, therefore, it is often considered as the exercise and the expression of ontological ideas. This is certainly reasonable. But, according to the relationship of mutual penetrating and mutual proving between ontology and apply in Confucian tradition, not only the ideas of Confucian scholars are expressed in their theory of effort, but also it is known in details inversely from the dimension of the effort of knowing and practicing. In this viewpoint, the probing of the ideas of knowing and practicing is chiefly expressed in knowing-firstly-and-practicing-secondly theory of Cheng Yi, Cheng Hao and Zhu Xi, in Knowing-and-practicing-as-one theory of Wang Yangming, and Practicing-firstly-and-knowing-secondly theory of Wang Fuzhi. Such three different ideas represent three stages of the development of Song and Ming Dynasty Confucianism and, at the same time, embodies three theoretical heights, and the conclusions from three directions. As for their mutual criticism, divergence and evolution, they represent the deepening of probing, as well as their boundary and limited consciousness. Today, in retrospecting the interaction of their different theoretical heights and limited consciousness, it is necessary to study, to sum up, and to weed through the old and bring forth the new in the studies of Confucianism of Song and Ming Dynasties.