Frederic Franciois Chopin was one of the most important composers in the 19th century. He devoted himself to writing diverse piano music during his lifetime, and created a large number of popluar works that possessed unique music syntax and characteristic. Chopin was the first composer to write a Ballade as an instrumental musical work to express the connotation of literature. His four Ballades contained abundant musical material and literary associated speculation between ballades and ballads, but there was no fixed structure of musical form. As the diversity of ballades, it had caused a lot of research and discussion. This thesis is divided into six chapters and probing into Chopin’s four ballades. The first chapter is introduction, explaining author’s research motivation, purpose, methodology of writing this paper. The second chapter introduces the life of Chopin and through his background to find out the reasons for the formation of musical styles. Finally, summarizing Chopin’s compositional techniques and music characteristics. The third chapter introduces the development of the ballade, association with national sentiment, and compositional background of Chopin’s four ballades.The forth and the fifth chapter, I would focus on the analysis and interpretation of these ballades, and the sixth chapter is the conclusion. By theses research process, it is hope that performer can understand more about the ideas of interpreting in playing Chopin’s ballades.