Under the digital background, Marzano’s New Taxonomy of Educational Objectives proposes a new taxonomy for classifying educational objectives, which emphasizes teaching higher levels of thinking and deals with three knowledge domains, namely, the domain of information, the domain of mental procedures, and the domain of psychomotor procedures. This study compares and analyzes the classification of different educational goals, the New Taxonomy is underlain by the conception of deep learning, which discloses the mechanism of how knowledge, thinking and emotions interact with each other and develop through learning in the information flow process. The core of deep learning in the New Taxonomy is to advocate coordinated development of cognition, meta-cognition, and self-system. The ultimate goal of deep learning is to improve the self-system by teaching high levels of thinking and developing students’ metacognition.