The European Higher Education Area (EHEA) requires students to engage in more autonomous work. This autonomy is an outcome of the self-regulated learning process. Self-regulation involves a self-management skill set that can cope with any adverse contingency and requires both knowledge of the available abilities and personal control to put these skills into action. Learning the self-regulation process is a critical step in developing competences that enable the transformation of mental aptitudes into academic competences. However, it is necessary to modify the learning conditions to achieve self-regulation in an adequate way. Thus, the academic authorities should empower skills that facilitate autonomous learning and contribute tools to student proactivity. In this regard, problem-based learning is an effective method to facilitate the acquisition of traversal competences. This didactic methodology may be performed in terms of the individual or team-based learning (TBL) that is necessarily linked to a teaching-learning open system. An adaptation of Project-Based Learning (PBL) to the thermal engineering studies, i.e., the project-based learning model, was designed for the Research Master subject of "Building Energetic Efficiency".