In the field of education, the think-aloud protocol is commonly used to encourage learners to articulate their thoughts during the learning process, providing observers with valuable insights into learners' cognitive processes beyond the final learning outcomes. However, the implementation of think-aloud protocols faces challenges such as task interference and limitations in completeness and authenticity of verbal reports. This study proposes a method called Cognitive Echo, which leverages large language models (LLMs) trained with simulated student experiences to enhance the completeness and authenticity of think-aloud verbalizations. LLMs have been demonstrated to simulate human-like behaviour more effectively by memorizing experiences. In this work, we introduce specific learner roles and train the LLMs to act as distinct learners. Our method involves integrating transaction data from learners' interactions with a tutoring system and the tutor's content to create interactive experiences between learners and teachers, thereby training the model to become simulated students with learning experiences. To investigate the effectiveness of this approach, we designed a test playground based on the retrospective think-aloud protocol and examined how LLM-trained simulated students improve cognitive process transparency and generalization of learning strategies. The study found that Cognitive Echo not only reveals what simulated students genuinely think about their learning experiences but also enables them to transfer their different cognitive strategies to new tasks. By training simulated students on real learning behaviour data to ensure their cognitive processes reflect authentic learner experiences, this approach will extend think-aloud protocols to more practice-oriented applications.