Taking The Illustrated Book on Cave 254 in Dunhuang as an example, this paper pointed out the importance of faith in the iconographical study and interpretation of Dunhuang caves in the following three aspects: (1) Running through the communities of artists, pilgrims and specialists of the Dunhuang images are devout religious faiths which guaranteed the development and prosperity of the Mogao Caves and other grotto complexes over a thousand years. (2) The cultural spirit embodied by kindness and tolerance is shared by Buddhism, Confucianism, Daoism, Christ, Christianity, Manicheism, Zoroastrianism and other beliefs whose collisions and compromises in different historical periods and complex environments are integrated into the Dunhuang images. This is the humanistic foundation on which we comprehend Dunhuang. It is converted into spiritual nutrition of self-cultivation and provides an important basis for the Mogao Caves in its establishment as a world cultural heritage that benefits mankind. (3) As a physical bearer of the culture of faith, which constitutes the essence of religion as a socio-cultural system and a spiritual lifestyle, the grottoes in Dunhuang, with their integration of architecture, murals and sculpture, are undoubtedly the ingenious spiritual products of their makers and the cultural and artistic masterpieces for worship and appreciation. People of different identities, cultural backgrounds and professions may read and experience Dunhuang art with their own cultural beliefs and artistic attainments and try to understand Dunhuang to certain degrees.