Fantasie was firstly comprised of free improvisatory type and multi-section structure. In the 19th century, the formal structure of sonata and character pieces were combined into the Fantasie. In the process of its evolution, the introduction, slow mid-section, and improvisatory elements which Fantasie includes always play important roles. However, Fantasie varied with different characteristics of individual composers. This paper focuses on three works titled ¡§Fantasy¡¨ from Chopin. It includes five chapters: the first chapter is the introduction. The second chapter is about the historical development of Fantasie in keyboard works. In the third chapter to the fifth chapter Chopin¡¦s Fantaisie-Impromptu Op. 66, Fantasie Op. 49, and Polonaise-Fantaisie Op. 61, and fantastic features of Chopin will be discussed in details.