The paper,in comparison with the researching methods used in researching of investors' Securities investment decision-making behavior(investors' decision-making behavior for short),finds out that the experimental method is applicable to the researching of investors' decision-making behavior.When the research on the deep-stratum of investors' subjective motivation is made,using experimental method is even necessary.After introducing the generic procedure and the operation content of experimental method,combining with the methodological background,academic foundation of experimental method and some basic characteristics of investors' decision-making behavior in China,the paper discusses the potential problems of using experimental method in the research of investors' decision-making behaviors.Finally,the paper briefly introduces an application of experimental method in research of investors' decision-making behavior.