Apart from social, economic and political questions, Arthur Miller was equally interested in ethical and spiritual issues. He tried to answer many questions regarding the origin of man and woman upon this planet. Of course, he had great faith in the working of divine system and the presence of God. Like Robert Browning and R.W. Emerson, he believed in merciful God and regarded Him the creator and preserver of human life and natural objects. Like Hindu saints, he asked himself - Who am I? What is the aim of life? What is the significance of self-illumination? Why are people misguided by ego, pride, lechery, greed, violence, folly, vanity etc. and ultimately suffer. But due to his optimism he believed that life can be made better if efforts are made by all kinds of people. His infinite vision is elaborated and analyzed in this article as he shows his faith in mercy, wisdom, right action, right knowledge and right conduct. There is no denying the fact that in his tragedies he shows no indifference to ethical values and answers the questions - 'How to live?'