Rhetorical questions (RQs), which are widely used and studied, are a special use of questions. A review of the literature shows that most of the previous studies are description of the pragmatic functions of RQs and are limited to the study of written data, while the cognitive factor has been relatively neglected. This study proposes a cognitive research of RQs under the Prototype Theory of Categorization, aiming to provide a systematic analysis of RQs. In the first part, I suggest that a cognitive analysis of RQs under the Prototype Theory of Categorization can perfect the analyzing system of RQs. In the second part, the proposed theoretical frame and some colloquial data collected from the situation comedy Everybody Loves Raymond are employed to analyze the pragmatic prototypical categories of RQs. The last part is the conclusion. Major findings and limitations are showed.