Chen Ning Yang believes that in his scientific period, “the first philosophy” (that is, the philosophy of philosophers) can not provide effective assistance to the research work of theoretical physicists anymore; by contrast , Chen Ning Yang pointed out that “the second philosophy” of theoretical physicists’ has a key decisive role in their professional research work. Research shows that Chen Ning Yang’s thoughts have gone through three stages: style, taste, and “the second philosophy”, in which it gradually became more clearer and more accurate. Discriminating Chen Ning Yangs statements on different occasions, from philosophical perspective, could find out that Chen Ning Yangs “the second philosophy” is a scientific “empirical theory” based on physical phenomena; it belongs to the category of validation theory philosophy which based on induction. Chen Ning Yang emphasized that “the second philosophy” is not method, but it has the function of choosing valuable research topics and choosing corresponding research methods; this function often works in the subconscious state by intuition, and is source for creation of theoretical physicists. “The second philosophy” and the “world of knowledge” are relatively independent, and also have positive interactions. The two cannot replace each other, a reasonable reserve of knowledge is an important guarantee for “the second philosophy” to play its role.