Thomas Hardy's understanding of tragedy was in development owing to the influence of various factors. The development illustrated itself clearly in his four representative tragic novels The Return of the Native, The Mayor of Casterbridge, Tess of the D'Urbervilles and Jude the Obscure, especially in the four principal characters Eusta-cia, Henchard, Tess and Jude of the novels. The paper attempts to elucidate that Thomas Hardy managed, under the influence of his developing understanding of tragedy, to describe Eustacia as a "tragedy of fate", Hen-chard as a " tragedy of character", Tess and Jude as "tragedies of society". The paper is composed of four sections. The first one is about Hardy as a novelist of tragedy, the second about his understanding of tragedy, the third about his understanding of Immanent Will and the fourth about whether he is a pure pessimist or not. Although Hardy wrote so many tragedies, it is appropriate for us to regard him as a writer who made a gloomy description of the gloomy social reality. As a realist writer, his writing was uniform with the gloomy background that the Victorian Dynasty was falling apart.