This paper is mainly devoted to the regime of Dunhuang Guiyi Circuit. From its excavation of the Mogao Grottoes, we can understand people’s enthusiasm and devoutness toward Buddhism at that time. This paper considers Mogao Cave 156, Cave 94, Cave 98, and Cave 61—the caves constructed in honor of previous military commissioners—as the research objects. Around the Tibetan Dunhuang rule, measures implemented on Buddhism had brought social, political, economic, and religious transformation for Dunhuang; however, due to Tsenpo’s ingratiating worship of Buddhism, severe socio-economic problems were generated. The military commissioner of Guiyi Circuit Zhang Yichao resolved the increasingly deteriorating socio-economic problems through political strategies; Buddhist belief was used as a force to stabilize the social unrest. Inside the Mogao Cave 156 constructed in his honor, the Four Heavenly Kings were depicted in the front chamber to build up a mandala. In addition, the Bodhisattva of Esoteric Buddhism was painted on top of the grotto and on the ceiling of the processional road that connects to the Cave 161 and the pagoda on top; this combination of Pagoda and Grotto was not only a legacy of Tibetan architecture but was also intended to be built as the mandala of Buddhism practices and rituals. This paper analyzes the Cave 98 constructed in honor of Cao Yijin through the National Protection Scripture Golden Light Sutra. Based on the source of sutra of the Thousand Buddha motif painted on the ceiling and the Four Heavenly Kings depicted on the four corners of the cave, it can be deduced that this cave was possibly used as a nation-protecting bodhimanda. Inside the Cave 61, known as the Manjushri’s Hall of Cao Yuanzhong, the panorama of Mount Wutai (Shanxi Province) occupies the west wall, and the statue of Manjushri is depicted on the Central Alter, which emphasizes that the sacred Mount Wutai Manjushri is important. The belief of Mount Wutai comprises two elements: The Manjushri Bodhisatva and the illustration of Mount Wutai. The shape of Mount Wutai and the philosophy revered were combined together in one cave through the layout. Between the frescoes and the statue, the interoperate relation between Exoteric and Tantra Buddhism were also connected. From the caves honored to different military commissioners, it can be inferred that, during the regime of the Guiyi Circuit, the space design of the Mogao Caves could better embody the Buddhist philosophy, which implies that Buddhism rituals were highly valued during that time.