This article builds on the pragmatist approach of Grand Challenges to derive pedagogical strategies for management education, especially for courses that aim to prepare students to face the unprecedented context of multi-crises. The notion of Grand Challenges, used to frame the multiple problematic situations that characterize the context, echoes the flourishing literature on responsible management learning and education, which claims an urgent need to rethink management education to deal with issues of increasing inequality, human rights, and climate change. The responsible management learning and education literature encompasses three pedagogical approaches, including a pragmatist approach. We rely on Dewey’s pragmatist philosophy of education to enrich this approach and develop pedagogical strategies for preparing students to intervene in the context of Grand Challenges. We suggest a view of knowledge as tool for transformation and of the classroom as a community of inquiry working to intervene in problematic situations. We illustrate the strength of these pedagogical strategies through an account of an educational experience in a course of Design and Management of Social Innovation.