The purpose of this work is to show how the Portuguese poet Fernando Pessoa developed a pedagogical strategy based on his main heteronymous trilogy, which is made up of Ricardo Reis, Álvaro de Campos and Alberto Caeiro, in order to defend and establish the foundations for a Portuguese pagan School of thinking. The pedagogical approach used by Pessoa will be shown to be evolutionary, which starts with Reis, goes through Campos and ends up with Caeiro, who is considered the master of this School. The evolutionary aspect of this pedagogical strategy will be demonstrated to be related to the level of acceptance of Christianism and dualism for all three heteronyms. In addition, each heteronym will be identified as a different type of pedagogue and scrutinized in order to identify his main characteristics and role in Pessoa's main objective. A structural model will be proposed to explain the main differences among these three heteronyms regarding the main subject of this work, where a contrast between dualism and monism will be drawn to explain each heteronym's form of paganism, and the main characteristics of their poetry will be found to be related to this model. As a conclusion, we suggest a change in the traditional order in which the poetry of these three heteronyms is studied and presented in anthologies from the order most commonly used (Caeiro – Reis – Campos) to the evolutionary sequence demonstrated here (Reis – Campos – Caeiro), which takes in account the pedagogical purpose of Pessoa's poetry, in order to establish a sequence of study and reading that might achieve in a more efficient way a full appreciation of the work of this genius of poetry.