This thesis introduces the concept of "thermal pure quantum (TPQ) states", which are pure quantum states in equilibrium. The author establishes a new formulation of statistical mechanics based on the TPQ states. This formulation allows us to obtain not only mechanical variables but also thermodynamic variables such as entropy and free energy from a single TPQ state. Furthermore, the formulation provides a new physical description in which all fluctuations including thermally driven ones are uniquely identified to be quantum fluctuations. The use of TPQ formulation has practical advantages in its application to numerical computations and allows for significant reduction in computation cost in numerics. For demonstration purposes, a numerical computation based on TPQ formulation is applied to a frustrated two-dimensional quantum spin model, and the result is also included in this book.