This study reconstructs Keynes’s 1938 “art of thinking in terms of models” through the rigorous epistemological framework of the 1921 A Treatise on Probability(TP). Economics is defined as a moral science integrating artistic intuition — identifying relevant premises to devise and select models — with scientific rigor — using logical engines to expand fragmentary direct knowledge into macroscopic, holistic indirect knowledge. By applying this mechanism to The General Theory’s investment theory, the research demonstrates how models fulfill the practical goal of improving the human condition. Reinterpreting Keynes’s thought within TP systematically reveals the
comprehensive methodological essence of his moral science.