The research of mathematical problem solving had emphasized the result of problem solving, this method of research can't deeply discuss to the behavior of problem solving during the problem solving process. To improve this shortcoming, thinking aloud is a useful method. Based upon the Schoenfeld's mathematical problem solving model, the study adopts the thinking aloud method to explore the process of mathematical problem solving. The subjects of this research are six at the 6th grade students(three boys and three girls) at elementary school. The research instrument is "non-routine mathematical problem test". The major results of this research as follows: 1.As for the four variables affecting the process of problem solving( resources, heuristics, control, and belief system), the two students of low mathematical achievement group havesignificant difference of problem solving behavior with the four students of medial and high mathematical achievement group. 2.Both on the reading and planning phrases, the students with different mathematical achievement have no significant differences on the transitional number and the time using. 3.On the analysis, exploration, implementation, and verification phrases, the two students of low mathematical achievement group have less significance on the transitional number and time using than the four students of medial and high mathematical achievement group.