Abstract: Historical confidence is a profound summary and high recognition of the CPC in its own history, and an important spiritual force for the CPC to build the “three political capacities”. Historical confidence and the construction of “three political capacities” have deep internal connection. The construction of “three political capacities” in the process of strengthening historical confidence has important value implications for enriching and expanding the Marxist theoretical system on the political construction of the Party, demonstrating the confidence of the CPC in its long-term governance, and guiding the people to enhance their historical and political identity of the Party. To explore the way of the construction of “three political capacities” under the perspective of historical confidence, it is needs to be grasped from the three dimensions of historical consciousness, historical initiative and historical responsibility.