This paper comprises the results of a design study that aims at developing a theoretically and empirically based learning trajectory on statistical inference for 9th-grade students. Based on theories of informal statistical inference, an 8-step learning trajectory was designed. The trajectory consisted of two similar four step sequences: (1) experimenting with a physical black box, (2) visualizing distributions, (3) examining sampling distributions using simulation software, and (4) interpreting sampling distributions to make inferences in real -life contexts. Sequence I included only categorical data and Sequence II regarded numerical data. The learning trajectory was implemented in an intervention among 267 students. To examine the effects of the trajectory on students' understanding of statistical inference, we analyzed their posttest results after the intervention. To investigate how the stepwise trajectory fostered the learning process, students' worksheets during each learning step were analyzed. The posttest results showed that students who followed the learning trajectory scored significantly higher on statistical inference and on concepts related to each step than students of a comparison group (n = 217) who followed the regular curriculum. Worksheet analysis demonstrated that the 8-step trajectory was beneficial to students' learning processes. We conclude that ideas of repeated sampling with a black box and statistical modeling seem fruitful for introducing statistical inference. Both ideas invite more advanced follow-up activities, such as hypothesis testing and comparing groups. This suggests that statistics curricula with a descriptive focus can be transformed to a more inferential focus, to anticipate on subsequent steps in students' statistics education.