The objective of this study was to understand how university students learn, and more specifi cally, to observe and intervene in this process during the classes of the Statistics discipline of a graduate course. The diffi culties experienced by the students during the Statistics classes, whether due to a lack of understanding of their application, or at the level of abstraction required by the subject, led to a search for ways of understanding and intervening in the teaching-learning process. This work describes an experiment involving a game, aimed at understanding the way in which the students appropriate statistical knowledge, and determining the signifi cant learning situations that enable the developent of cognitive skills. It is emphasized that situations which cause the students to seek common denominators in the phenomena and processes involved in the tasks, promote the formulation of strategies for the search for knowledge, and stimulate the socialization of hypotheses and possibilities with the other interlocutors, have a greater infl uence on the learning process.