Introductory statistics courses, which are important in preparing students for their daily lives, generally derive inferential statistics from informal knowledge. In this transition process, sampling distributions have an important place, yet research has shown that students often have difficulties with this concept. In order to increase their understanding of sampling distributions, students should have a strong conceptual foundation that is balanced with procedural knowledge. To address this issue, this study was designed to examine the relationship between college students' procedural and conceptual knowledge of sampling distributions. With this aim in mind, an achievement test consisting of two sections -- procedural and conceptual knowledge -- was prepared. In answering the questions related to procedural knowledge, the participants were more successful in identifying the relationship between standard deviation of a population and sample means. However, they lacked theoretical knowledge about statements that they had heard or knew intuitively. Simulation activities provided in statistics courses may support students in developing their conceptual understanding in this regard.