Thought experiments are personal and tacit processes of experimentation that scientists perform within their own imagery in formulating new theories or refuting existing theories. However, by viewing learning as a social process, this study aims to show that thought experiments can also be constructed collaboratively and to present a detailed mechanism of how thought experiments occur as a collective activity. The paper presents a study involving 12 students divided into 3 groups. The physics problem-solving activities were used to set the necessary conditions for observing the processes of students in constructing collaborative thought experiments. The results show that while solving physics problems, students design, share, rethink, and evaluate their thought experiments. This indicates that thought experiments can be constructed in a collaborative context even though the thought experiments are mostly individual in nature. In the process of constructing collaborative thought experiments, the students carried out five activities: visualizing imaginary worlds, performing experiments, describing the results, sharing and evaluating experiments, and drawing conclusions. We refer to these activities as the steps of collaborative thought experiments. In the process of evaluating thought experiments, four evaluation sources were then identified: conceptual understanding, past-daily experience, logical reasoning, and conceptual-logical inference. Based on these results, we discuss the importance and implication of collaborative thought experiments to both current and future physics teachers.