This study investigated the sources of difficulties experienced by prospective teachers in mathematical modelling in the context of a semester-long course on mathematical modelling for teachers. The data reported in this study were collected from six prospective teachers through in-depth semi-structured interviews supported by audio and videotaped classroom observations and prospective teachers' written solutions for the modelling tasks. The results showed that the sources of difficulties experienced by prospective teachers in mathematical modelling could be subsumed under individual and contextual factors. The individual factors included four issues: lack of conceptual understanding of mathematics, the difficulty of connecting the real world and the mathematical world, the disposition to focus solely on reaching a result, and disorganized and unsystematic work. The contextual factors included two issues: insufficient previous experience with modelling tasks and time limitations. Some implications of these results are discussed.