Love is the external topic for human. Chinese people like reunion, harmony and happiness; therefore, they always like the story with a happy ending in the literary works. Until today, most of novels, films and televisions programs often have a happy ending despite of some ordeals in the middle part in order to meet people’s mental appeal for reunion. However, the tragedy can bring people with strong shock; although the final ending doesn’t evolve towards the ideal direction, it can bring people with a mental feeling which is far stronger than that brought by comedy. In ancient Chinese literary works, the works with the strongest tragedy color and widest popularity are The Butterfly Lovers and The Peacock Flies to the Southeast, both of which tells that young man and young woman suffered the opposition from their family when they pursued for love and marriage and finally committed suicide together for love. This paper takes the tragedy color of The Butterfly Lovers and The Peacock Flies to the Southeast for analysis to discuss the difference and correlation between these two literary works.