We apply the Weber-Fechner’s law, which represents the relation between the magnitude of physical stimulus and the magnitude of psychological sense in human being, to the utility function. We conclude that the utility function of n-types of goods is of separable type u(x1, x2, · · · , xn) = u1(x1) + u2(x2) + · · · + un(xn), which give the relation of the demand function in the form pi = dui/dxi...