The spider is well known for sensing the movements of air and preys. Bionics of the spider based on this principle is being paid great attention by many researchers. Here, this paper presents some detailed organs of the spider to make an attempt to clarify the sensing mechanism of the spider from the point view of physical structure by scanning electron microscopy. And behavior characteristics concerning sensing action are observed by optical microscopy. Compared with structures, some novel features of sense movements in micro- and nano-scale size and corresponding possible models are presented. At the same time, simple structure analysis is made to explain and prove this hypothesis.