This study focuses on mathematics student teachers' epistemological beliefs in mathematics and education. The study aimed at gaining insight into the challenges that students experience in the consolidation of knowledge in the two disciplines. The case study with three mathematics pre-service teachers utilised mathematical and pedagogical problem-solving tasks, interviews and stimulated recall. The findings suggest that epistemologies are domain-specific, and that students may struggle with the consolidation of mathematical and pedagogical knowledge. We identified six aspects that can challenge consolidation: the students believed that pedagogical knowledge is highly relative; their knowledge of methods of inquiry in education was weak; they viewed theoretical pedagogical knowledge as unrelated to practice; they held formalistic beliefs about mathematics; they were performance-orientated in solving the mathematical problems; and they relied on authority, rather than proof, as a justification for mathematical knowledge.