The ability to accurately interpret implied meanings plays a crucial role in human communication and language use, and language models are also expected to possess this capability. This study demonstrates that providing language models with pragmatic theories as prompts is an effective in-context learning approach for tasks to understand implied meanings. Specifically, we propose an approach in which an overview of pragmatic theories, such as Gricean pragmatics and Relevance Theory, is presented as a prompt to the language model, guiding it through a step-by-step reasoning process to derive a final interpretation. Experimental results showed that, compared to the baseline, which prompts intermediate reasoning without presenting pragmatic theories (0-shot Chain-of-Thought), our methods enabled language models to achieve up to 9.6% higher scores on pragmatic reasoning tasks. Furthermore, we show that even without explaining the details of pragmatic theories, merely mentioning their names in the prompt leads to a certain performance improvement (around 1-3%) in larger models compared to the baseline.