With the help of the innovative practice teaching activities of information literacy education, the students' information skills and innovative consciousness is cultivated, and further to realize the synchronous improvement of their professional knowledge and information ability. The innovative practical teaching activities of information literacy are embedded in the teaching practice of econometrics course, and the teaching plan, teaching methods, teaching contents and objectives of the course are deeply discussed. The practice shows that the innovative practical teaching activities of information literacy not only improve students’ professional knowledge and information ability, but also play a positive role in cultivating students' innovative consciousness and scientific research spirit.