In the training of pre-service teachers, promoting changes in everyday activities to favour environmental conservation is still a challenge. This paper discusses the main difficulties of pre-service teachers in the process of building relationships between sustainability and their lifestyle. For this purpose, a problem-based learning programme was designed, consisting of three socio-ecological problems. In each of them, we analysed three components which define these interdependences: pressures, importance and solutions for conservation. There were 72 participants in the whole programme and 1296 responses were assessed, by establishing three levels of sophistication for the relationships between sustainability and their lifestyle in each component. The pre-service teachers readily admitted the pressures on the environment exerted by certain everyday activities. In addition, they progressed on the identification of the importance of ecosystem services in their lives, and they pay attention to those services linked to socio-economic and cultural activities. The greatest difficulties lay in proposing solutions of conservation that involve changes in personal habits towards more-sustainable ones. These difficulties are discussed, as well as the educational implications that may be derived.