Research methods is an essential ingredient of postgraduate programs across a wide range of social science disciplines. The purpose of this study was to compare the effectiveness of problem-based learning (PBL) and lecture-based learning (LBL) approaches to teaching research methods through a mixed-methods approach in an explanatory sequential design. The quantitative data were collected following a quasi-experimental design whereby two classes of research methods in a postgraduate program randomly received either an LBL or a PBL treatment. To assess students' academic achievement, a final exam on the course was used. The results indicated a higher academic achievement of students in the PBL class compared to LBL class. The qualitative data were gathered through a semi-structured interview to gain deeper insight into the quantitative results. The thematic analysis of the interviews showed that PBL led to deeper and more meaningful learning, increased students' knowledge in their field of specialty, provided more enjoyable and active learning, increased the students' skills in doing their thesis projects, enhanced their autonomy and independence, and also promoted their dignity and status.