This paper examines the impact of the US VIX (Volatility Index) on the sentiment of Chinese investors. We collected comments related to stocks on Sina Weibo from 2019 to 2023, and classified all comments using sentiment analysis with SnowNLP. Based on this, we constructed the Chinese Investor Sentiment Index (CISI). We then studied the relationship between VIX and CISI using Pearson correlation, linear tests, and Granger causality tests, and found that the influence of VIX on Chinese investor sentiment is not significant. However, we observed a positive correlation between the Chinese stock index and sentiment in the comments. Therefore, we conclude that the sentiment in the US stock market is relatively independent from the sentiment of Chinese investors.