Classical Chinese poetry has a long history and is a precious cultural heritage of humankind. Displaying the classical Chinese poetry in a visual way, helps to cross cultural barriers in different countries, making it enjoyable for all the people. In this paper, we construct a multi-modal knowledge graph for classical Chinese poetry (PKG), in which the visual information of words in the poetry are incorporated. Then a multi-modal pre-training language model, PKG-Bert, is proposed to obtain the poetry representation with visual information, which bridges the semantic gap between different modalities. PKG-Bert achieves the state-of-the-art performance on the poetry-image retrieval task, showing the effectiveness of incorporating the multi-modal knowledge. The large-scale multi-modal knowledge graph of classical Chinese poetry will be released to promote the researches in classical Chinese culture area.