This paper is designed to make an East Asian approach to Prospero’s aesthetic vision in Shakespeare’s The Tempest in terms of Zhong Yong (The Doctrine of the Mean), one of the Four Books of the Confucian Classics. Prospero is seen to have internalized the cardinal virtues of a Confucian gentleman, who seeks to embody the “three universal virtues” of Zhong Yong: wisdom, benevolence, and courage. He makes a significant adventure of positing a new civilization in his profound “airy” vision and suggests an aesthetic cosmology of Zhong Yong which can serve to overcome objective cosmology, rational order, and anthropocentrism. Prospero in the masque scene makes a sort of re-constructing discourse of Zhong Yong delivered to the future king and queen, Ferdinand and Miranda. Both the play and Zhong Yong show that the cosmos is an “undifferentiated aesthetic continuum” within which all of its components are connected, and that on the basis of aesthetic cosmology and order, human beings have to play the role of co-creator with heaven and earth, participating in the creative process of “great Nature.” As Zhong Yong brings us to see the world as a divine and marvelous one, the play demonstrates that our world itself is the ”brave new world” and paradise.