This paper uses a completely innovative point of view to analyze The Change of Zhou – a comprehensive ancient Chinese philosophical work, which is composed of well-known Book of Change and its philosophical commentaries, so called The Commentaries of Change. The chapters of The Commentaries of Change like “Jicizhuan”, “Tuanci” and “Xiangci” are quoted in this paper and their meaning is explained, which is important for understanding the ancient Chinese cosmological concept of “the Unity of Heaven and Man”. According to the Chinese perception of the Universe – Heaven, Earth and man are holistically connected and interdependent. Man is considered to be responsible for all his actions and it is emphasized that even the most trivial human activity causes the changes in the whole cosmic order. A human being is born not to indulge in carefree pleasures, but to choose himself a goal of spiritual growth i.e. self-cultivation through the stages of honest man (junzi), and wise man (shengren). He should also endeavor to establish and maintain harmony with nature and thus have a beneficial effect on all the beings and things in nature.