This research aims to examine the relationship between perceived experience in research methodology (RM) courses and attitudes toward research in a sample of undergraduate psychology students from a public university in Mexico City. A cross-sectional study was carried out with 261 students. A 10-unit analog scale to assess perceived experience in RM courses and two measures of attitudes toward research were used. Between the two attitude scales, four attitude dimensions were identified: positive appraisal, negative appraisal, meaningless and boring. Four multivariate models were estimated, one for each attitude dimension. A positive correlation was found between learning experiences in RM courses and positive appraisal of research (p < 0.01). Negative associations were also found between RM course experience and two of the three negative research attitudes (p < 0.01). Results highlight the significance of teaching in the knowledge and attitude development of students’ research competencies. An approach to teaching RM at the undergraduate level that places more emphasis on encouraging evidence-based practice than on developing and carrying out research projects seems to be a promising subject for study, with implications for changing teaching methods and contents.