The objective of this study was to compare the effectiveness of teaching methods in improving Mathematics Learning Achievement and Problem solving ability of students at an international college. This is a Quasi-Experimental Research which was done the study with the first year students who have registered to study Mathematics subject at St. Theresa International College of Thailand. The experiment was conducted in the first semester of the academic year 2015 in two classes; each classroom consisted of 25 students was chosen using Cluster Random Sampling. The statistical tools used for the study were Mean, Standard Deviation and One-Way ANCOVA a covariance analysis. The study results revealed that, among the 2 teaching methods, the students groups taught through STAD model of cooperative learning have secured high scores in the post-test conducted to measure mathematics learning achievement and problem solving ability. Hence there is a significant difference between the teaching methods, mathematical learning achievement and problem solving ability. However, both the methods have improvement in post-test, further it is evidenced that STAD model of cooperative learning is effective compared to problem based learning for improving students in mathematics.