Mathematical modeling is a mathematical way of thinking, a process of using mathematical methods and languages to describe actual phenomena, and it is not a new discovery or a new activity. It has always been around. In the construction of mathematical models, Newton and many other mathematicians have outstanding achievements. However, as an area of mathematics education, mathematical modeling was neglected for a long time. Mathematical modeling is to refine and abstract the practical problems in the real world into mathematical models, find out the solution of the mathematical model, verify the rationality of the model, and use the solution provided by the mathematical model to explain the real problems. We call this application process of mathematical knowledge as mathematical modeling.From the perspective of methodology, mathematical modeling is a mathematical method to solve practical problems, which embodies the basic steps to solve practical problems. From the perspective of epistemology, mathematical modeling is a process focusing on one activity and one process, which often needs multiple iterations to complete. It is a mathematical cognitive activity. From the perspective of teaching theory, mathematical modeling is the organic unity of theory and practice, and the deepening and perfection of students' cognitive structure. We can also intuitively understand that mathematical modeling is the process of making pure mathematicians into physicists, biologists, economists, psychologists and so on.