It is widely accepted that a deep learning approach and enhanced Self-Directed Learning skills are benefits of a Problem-Based Learning environment. The aim of this study was to investigate the relationship between a deep learning approach and Self-Directed Learning skills in general and in relation to a Problem-Based Learning environment. To analyse students’ perception of their SDL skills and deep learning approach, quantitative measurements were conducted in three consecutive semesters as well as before and after a single PBL course. To support the quantitative data, interviews were conducted. It was found that a single PBL course does not foster significant differences in deep learning approach nor SDL skills. This Research suggests general PBL experience implies greater SDL skills. Finally, this research shows a relation between a high level of deep learning approach and a high level of SDL skills.