By making a detailed study of the statements in Dunhuang document p.3713v which mentioned "the grotto of prince", "the eldest prince", "the east grotto", the author intends to prove that "the grotto of prince" is actually the No.31 grotto in Yulin. It was built by the Khotan prince Cong De in commermoration of his father, king Li Shengtian. This point is also supported by the content of the wall-painting in No.31 grotto. The author also makes further research on other subjects such as grotto arts in Khotan and Dunhuang, the historical and political elements reflected in the style of painting.