The paper presents an innovative experimental setup that can show the wave–particle duality of light. A new experimental class for teaching light wave–particle duality concept based on the presented setup is also designed for undergraduates who major in Optics. Based on optical radiation pressure theory, the three-dimensional space trapping, localization, and movement of the particles reveal the particle property of light. Based on the beam interferometry technology, the recording and detection of the dual beam interference signal verify the wave property of light. The presented setup employs fiber optical light path, enabling the setup to be resistant to external interference, easy to assemble and move, and low in cost. The presented experimental practice can give students more opportunities to broaden and deepen their understanding of the taught subject content, while using modern experimental instruments and working on problems. During the class, students can know how to use optical instruments in a proper way, understand light wave–particle duality and related concepts, and increase awareness and curiosity of related cutting-edge scientific research. According to the class questionnaire survey, students were satisfied with the practical experimental class.