In face of the esoteric cosmos, the first philosophical question that occurs in one's mind is the one about the cosmos. We try to interpret or explain everything about the cosmos through different methodologies and theories in wishes to satisfy men's desire for knowledge. Such a development is what Chinese and Western philosophies have gone through. The development of Chinese cosmology is rich and pluralistic, and the cosmological thought in the Two Han Dynasties is an important phase and marker in history, when the thoughts from the earlier period were combined and the unique mode of thinking of Chinese cosmology was created. Cosmological thought encompasses the origin, structure, generation and transformation of the cosmos, while this paper is just a brief exploration about the generation and structure of the cosmology in the two Han Dynasties. First we inquire about the ontology, generation and transformation, as well as the principles of transformation. Then we will present different claims about the theory of the structure or model of the cosmos and point out which of them are dominant. This paper is intended to discuss and present the content and characteristics of the cosmology in this particular period of time.