We present an asymptotic preserving method for the radiative transfer equations in the framework of Pn method. An implicit and explicit method is proposed to solve the Pn system based on the order analysis of the expansion coefficients of the distribution function. The order of each expansion coefficient is derived by Chapman-Enskog method. The coefficients of high order are treated explicitly while those of low order are treated implicitly in each equation of Pn system. Energy inequality is proved for this numerical scheme. Several numerical examples validate the efficiency of the AP scheme in both optical thick and thin regions.