Abstract: To deeply promote the Inquiry Learning (IL) has been becoming an important support of realizing discipline education and the development of core literacy. Based on the connotation of IL, a Three Level Construction of Mathematics IL is constructed. It's the progress of "I ask, I answer, I do, and, I think". According to this construction, some issues have also been analyzed in the field of math education. For instance, simply take "problems" and "situation" as IL, have "activity" and "conversation" as IL and IL just lies in the learning of "topics" and "programs". All these things lead to the emptiness of IL. IL is in accordance with students' nature of learning and the character of math learning, meets the needs for deep learning, and lies the conditions for problem solving. For a better guiding to IL of mathematics, some suggestions also has been put forwards.