In this paper, we focus on the relationship between studying university mathematics and the "thinking styles" of both undergraduate and postgraduate mathematics students. A cross-sectional quantitative study (N = 238) was conducted in a large Greek university, identifying the thinking styles of second, third and fourth year undergraduates, as well as those of students following a postgraduate degree in mathematics. The analysis revealed that the more experienced undergraduates and the postgraduates showed a stronger preference for originality and freedom in thinking, low degrees of structure, high levels of freedom and more complex information processing, combined with non-prioritised thinking. However, the postgraduates combine these preferences with a stronger preference for implementing rules and instructions. A discussion on these findings and on the factors that may account for them is presented.