The concept shift from "strategy" to "grand strategy" is a major event in the history of strategic decision-making thoughts. This process greatly enlarges the object, dimension, horizon and approach of strategic decision-making thinking. We should grasp the connotation of grand strategy from the view of the relationship between nation-state and the external world. What the grand strategy really highlights are anarchic nation-state's planning efforts to realize its interests and goal through the strategic method based on its comprehensive strength. It's a strategic method of observing and solving problems from the point of view of the state and government.