Many undergraduate labs engage students in experimentation without developing critical thinking or scientific reasoning skills, especially about measurement and data. This thesis presents a pedagogical framework for developing students' critical thinking behaviours in a first-year undergraduate physics lab. The main critical thinking behaviours assessed were for students to reflect on their data collection and analyses, iterate to improve their measurements and methods, and evaluate the experiments and theoretical models. The pedagogy uses structured comparisons between measurements and models, with a critical focus on understanding measurement and uncertainty at a conceptual level and applying the concepts to quantitative analysis of data. Implementation involved scaffolded instructions and support for reflection and iteration that was dynamically faded throughout the course. Through analysis of students' written lab materials, I evaluated their engagement in reflection, iteration, and evaluation, comparing to a previous iteration of the course that did not include the critical thinking scaffolding. Students in the new course structure not only transferred the previously scaffolded reflection and iteration behaviours to unscaffolded experiments, but also spontaneously evaluated theoretical models, which was never explicitly structured. While the previous version of the course supported students in data analysis at a procedural, 'plug-and-chug' level, the new course structure significantly improved students' critical thinking behaviours, shifted students into more expert-like epistemological frames, and improved their motivation and attitudes about experimental physics.