This paper is to explore Lu You's thoughts of philosophy in his poems and essays. The essential points of the paper will be presented as follows: 1. Confucianism. He considered himself to be a Confucian scholar. His poems and essays were possessed of great patriotism. 2. Buddhism. He sometimes looked at Buddhism from a Confucian scholar standpoint. 3. Taoism. He was engrossed in Lao-tzu and Chuang-tzu's thought. He cultivated his mind by Taoism. In conclusion, Lu You's united Confucianism, Buddhism and Taoism. But he gave first place to Confucianism.