The Pilgrim’s Progress is a classic work of English literature by John Bunyan, a celebrated English minister, and preacher. The book is the most characteristic expression of the Puritan religious view and it tells the story of Bunyan’s own conversion in symbolic form. The Pilgrim’s Progress was quite popular with all social classes at the time of its publication for Bunyan’s unique narrative technique and fine psychological description of the human mind. This paper tries to explore the religious thoughts expressed from the perspective of symbol study, mainly from the following aspects: in the description of the setting, in the embodiment of objects and in the life experience of the characters. Through symbolic images, the narrative of The Pilgrim’s Progress strengthens the feel of common life. With the analysis of these images, this study explores the deep religious spirit and conversion behind these images.