Based on the perspective and method of evidence-based science, the article takes "based on the best available evidence" as the basic principle, along the path of evolution from theory-driven to data-driven economic methods, from the early classical period to modern economics. The evolution of evidence in the period of theoretical development was sorted out, and a full evidence chain framework of evidence-based economics including evidence source, evidence production and evidence evaluation was constructed. The study found that the concept of evidence-based science always runs through the evolutionary history of economic evidence; the "best evidence" of economics in the era of big data is a collection of the best evidence in a broad sense and multiple sources; the era of big data, the economy The evidence from the theoretical drive to the data drive, the evidence chain is optimized and upgraded, and finally promotes the transformation of economic research paradigm and the development of evidence-based economics.