The Students' Approaches to Learning (SAL) tradition comprehends an approach to learning as a combination of students' aims for learning and the processes used to achieve them. The tradition values a deep approach to learning; this is the case also in the context of university mathematics, where a deep approach is seen as a requirement for learning proof-based mathematics. However, supporting a deep approach through learning environments has turned out to be a complex endeavour. The present study addresses this complexity by qualitatively contrasting the same students' approaches learning in two pedagogically different undergraduate mathematics learning environments. The study is a follow-up on a quantitative study and reports on 16 student interviews aiming to connect the students' quantitatively determined approaches to learning with their aims for learning and the actualized learning processes within the learning environments. The results suggest that student subgroups with different approaches to learning are distinguished by their aims for learning, and based on the students' own reporting, by the ability to reflect on learning and utilize student collaboration. We discuss the results and conclude that a sequence of courses with well-aligned instructional practices is needed to support the development of a deep approach to learning.