"The Lost Generation" is one of American literary genre appeared after the World War I. The members in this Genre have experienced the trauma of war and they were longing to seek for the ideal life. They felt anxiety about the American social reality，so they chose to flee to Europe. They obtained genuine knowledge of the art and life during the process of the suffering times. Karen Horney just explained the process scientifically in the terms of psychoanalysis research. Hemingway’s work The Sun Also Rises is representative which interpret the experience of" the Lost Generation".