Constrained by the numbers of action space and state space, Q-learning cannot be applied to continuous state space. Targeting this problem, the double deep Q network (DDQN) algorithm and the corresponding improvement methods were explored. First of all, to improve the accuracy of the DDNQ algorithm in estimating the target Q value in the training process, a multi-step guided strategy was introduced into the traditional DDQN algorithm, for which the single-step reward was replaced with the reward obtained in continuous multi-step interactions of mobile robots. Furthermore, an experience classification training method was introduced into the traditional DDQN algorithm, for which the state transition generated by the mobile robot–environment interaction was divided into two different types of experience pools, and experience pools were trained by the Q network, and the sampling proportions of the two experience pools were updated through the training loss. Afterward, the advantages of a multi-step guided DDQN (MS-DDQN) algorithm and experience classification DDQN (EC-DDQN) algorithm were combined to develop a novel experience classification multi-step DDQN (ECMS-DDQN) algorithm. Finally, the path planning of these four algorithms, including DDQN, MS-DDQN, EC-DDQN, and ECMS-DDQN, was simulated on the OpenAI Gym platform. The simulation results revealed that the ECMS-DDQN algorithm outperforms the other three in the total return value and generalization in path planning.