This paper aims to reflect on the teaching of statistics through student research, in the form of projects carried out by students on self-selected topics. The paper reports on a study carried out with two undergraduate classes using a methodology of teaching that we call "learning projects." Monitoring the development of the various stages of the learning projects allowed continuous adjustment of the process and provided an insight into the benefits and limitations of this approach. Important aspects included the complexity of the group relationships, the importance of choosing the topic of the research, data collection and time management. Students carried out an evaluation of the process, and the resulting information was analysed using quantitative and qualitative approaches.