Higher education must take on the demands of the labour market. Therefore, university degrees must develop professional skills in students to enable their employability and professional achievements (Rodriguez, 2006; Tejada y Ruiz, 2013). Problem solving is a key skill, directly correlated to the concept of competence and problem solving in context (Tobon, 2012). This paper presents the results of research on teaching methods that develop the skills associated with critical thinking; problem solving is one of them. The study was conducted in the Nursing degree, with a sample of 95 2nd year students. The methodology of the study is of mixed type: a questionnaire and field journals, both given to students. Quantitative results show that the teaching strategy that generates the greatest development of problem solving in students is problem-based learning - PBL. The qualitative results, coming from the analysis of field journals kept by students during a semester, show the solution of problems as a process composed of identifying the problem, defining and presenting the problem, and exploring different strategies to achieve the goal. The research shows that working with simulated cases, with active and participatory methodologies in the classroom, makes students face complex situations; this generates integrative learning experiences that enable the development of the competence of problem solving. (C) 2014 The Authors. Published by Elsevier Ltd.