The Love Song of J. Alfred Prufrock is T.S. Eliot’s masterpiece of his early period and was written in a form of dramatic monologue. The large use of artistic features, such as symbolism, allusion and repetition, makes the poem vivid, but sophisticated and hard to understand at the same time. However, the theme of the poem can be explored by the analysis of Prufrock’s complicated psychological activities, which display three different worlds to the readers: the real world that is vulgar and meaningless; the inner world that is lonely and doubtful; and the visionary world that is mysterious and transient. This paper aims at presenting a detailed analysis on the disillusionment of the three worlds, as well as revealing the spiritual paralysis of modern people. It is not an individual tragedy; it is the tragedy of a generation, the tragedy of human civilization.