The existing literature on indicators of an optimal learning environment for high-ability students frequently discusses the concept of challenge. It is, however, not clear what, precisely, constitutes appropriate challenge for these students. In this study, the authors examined an undergraduate honours course, Advanced Cell Biology, which has succeeded extremely well in challenging students. Methods included interviews with teachers and students, analysis of course materials, and observation of class meetings. As part of their course, the students developed a research programme according to national scientific standards, which they did successfully, according to an external jury of experts in the field. The challenge faced by the students comprised the complexity of the task, the high expectations placed upon them, and the lack of teacher direction. The results indicate that students' perceived learning peaked in a period of over-challenge and, although students felt worried and frustrated in this period, their efforts increased.