Using Brownian motion as an example, this paper visually and quantitatively explains core concepts of statistical physics such as randomness and thermal motion in fluid by utilizing modern tools. The teaching design is based on the backtracking teaching method, emphasizing the overall construction of the theoretical system. Through the stages of introduction, retroaction, learning, practice, thinking, and application, innovative thinking ability is cultivated throughout the entire process of college physics experiment teaching. By developing teaching instruments for widespread use, classical physics experiments are replicated and expanded upon to deepen students’ understanding of finding, raising, analyzing and solving problems as well as the complete chain of scientific research from practical experience. This approach enhances students’ innovative thinking ability, and overall scientific literacy while maximizing the effectiveness of experimental teaching.