`Zenme ge X` construction is a very common and productive structure in the Modern Chinese. This paper is a study of the `Zenme ge X` construction from the perspective of Construction Grammar and Cognitive Grammar. In the practical use of language, `Zenme ge X` construction can be divided into four types: `Zenme ge N`, `Zenme ge V`, `Zenme ge A` and `Zenme ge +other forms`. And with the constraint of `Zenme ge N`, there is another structure `Zenme ge Xfa` in the process of language use. This construction`s components `zenme`, `ge` and `X` all have their own syntax and semantic characteristics. We consider that this construction has the meaning of `Asking about the performance or way`, but it also can be used in some non-interrogative situation to expressives the subjective opinions of the speaker.