Financial history is a compulsory basic course for students of public finance and taxation in our university. The premise to learn this course well is actually knowing how to read，understand and put history into use，of which every link is closely related to students experiential learning in and after class. By taking the example of the course of finance history established for undergraduate and graduate students in school of public finance and taxation，this paper presents the necessity of introducing experiential learning in financial history class，and summarizes the exploration，practice，effect of applying experiential learning in financial history to explore the educational reform and the questions need to be further discussed.