Probability and Statistics are widely applied in almost all fields such as Economics, Society, Medicine, Science and Technology, etc. However, the module of Probability and Statistics taught at college and university is one of the difficult subjects. Students are easily confused and often make mistakes when solving problems of Probability and Statistics. The article presents an innovative method in teaching Probability and Statistics: Applying discovery teaching method to teaching Probability and Statistics for students at Ho Chi Minh City College of Industry and Trade. This method not only contributes to improving the quality of education at the college and university level, but also improves the creative thinking, arouses the ability to explore and discover for learners.