When a photon passes through an interferometer, quantum mechanics does not provide a clear answer as to its past. Quantum retrodiction is a quantitative theory, which endeavors to make statements about the past of a system based on present knowledge. Quantum retrodiction may be used to analyze the past of a photon, that is, its trajectory. Here we experimentally retrodict the trajectories of single photons in double interferometers by measuring the final state of the photon. A sequence of measurements is made on a photon to determine which path the photon followed, so a series of retrodiction of measurement results can be regarded as a photon trajectory. We obtain information about the partial trajectory and the entire trajectory of the photon. Furthermore, we also observe the effect of different measurements in the extraction of trajectory information. Our experiment highlights the application of retrodiction theory to the study of the photon’s past, and provides potential application in quantum communications.