This study aims to contribute to understanding of the state of the art regarding the pedagogical cultures associated with teaching and learning research methods in advanced studies education through the identification of trends and pitfalls. The rationale behind this objective is the recognition that most of the research in education comes from academic programmes, in particular master’s and doctoral programmes, which generally include research methods as components. A systematic literature review was adopted as the research methodology, following the PRISMA model. Three stages of article selection were implemented, resulting in the selection of 68 studies out of an initial set of 3631 articles found in the main journal databases. Three specific dimensions were addressed: (i) methodological knowledge, (ii) research competencies, and (iii) pedagogical practices in teaching research methods in education programmes. The results illustrate the complexity of the subject. Learners are constantly reported to hold negative attitudes towards research methods courses, apparently due to instructors’ pedagogical difficulties, which translate into restricted understandings of methodological knowledge. Several misunderstandings between learners and teachers are identified which call for action towards the construction of a research-based scientific culture that will lead to inclusive pedagogical practices in which teachers and learners act as researchers.