As two special and representative characters in Hardy's tragic novels, Eustacia and Lucetta are excluded from the mainstream society from the outset till the end, suffering from loneliness. With close reading and biography analysis, it is revealed that Hardy's construction and changes in shaping female tragic characters mainly revolve around background, character, love, marriage and social environment, which are closely related to Hardy's own experience and life status when he created The Return of the Native and The Mayor of Casterbridge. Therefore, the description of Eustacia and Lucetta's voiceless life is the outcome of Hardy's sharp insight into the society and deep self-analysis.