Though the modern psychology has been trying to break away from the confinement of philosophy, its development, yet, tends spontaneously towards the epistemological orientation. And in fact empiricism and rationalism as well as hermeneutics have brought about vital impact on psychology development and each of the three, in terms of psychological study, holds fast to its own views in the aspects of the comprehension of natural property, the approach of knowledge acquisition and the manifestation of research findings as well as the selection of researching methods, from which, therefore, they are displaying three different features in the arena of the present psychology. In fact, empirical epistemology focuses on the characteristic description of various objects and empirical material collection, and it advocates that the presentational rules should be disclosed in the way of natural science study. Rationalism, however, concerns more about the intrinsic nature of objects and prefers to acquire a full understanding of definite phenomena through the ways of information processing, memory retrieval, schematic structure and perceptual input, and argues that the research findings can be revealed by formal schemata. But hermeneutics stresses the study of human activities and is very interested in the mutual effects between human beings and the environment. It tries to interpret all research findings semantically. Nevertheless, as for the psychology in the future, it is still required to perfect the theoretic foundation to confirm the researching methods that really fit for the study of human society and can fully illustrate the human nature.