Metacognition, also known as thinking about thinking, cognition about cognition (Flawell J. H, 1976), is the ability to think, control, and evaluate each individual in the process of solving problems. In studying, training metacognitive skills helps students be more active and proactive in acquiring knowledge, while also forming the necessary skills and techniques for you. This paper studies the concept and functions of metacognition, and on that basis, we propose a process for organizing the teaching of the Statistical Probability module by applying metacognitive theory for students, contributing to developing learners’ thinking.