The article substantiates the need for formation of students' critical thinking, and various approaches to the definition of this concept are considered. The purpose of the work: to study the connection between the performance of students in the mathematics and the formation of critical thinking. Tasks of work: consider the concepts of "critical thinking" and "mathematical research"; examine the criteria for formation of critical thinking; allocate ways to organize the research activities of students; organize an experiment to identify communication between mathematical research by studying and developing critical thinking. Research methods: empirical (experiment, testing) and mathematical (statistics). The main characteristics of research on mathematics are considered. The essence of the study is to compare the levels of formation of critical thinking among students before engaging them into mathematical research and after it. Students diagnose initial and final levels of formation of critical thinking. The processing of the results obtained is performed using the Fisher criterion. The results of the processing of the results make it possible to conclude that the conduct of educational mathematical research and the level of formation of critical thinking they are closely connected. Keywords: Fischer criterion; critical thinking; mathematical research; scientific and practical conference; planned learning outcomes.