We investigate the impact of the Problem-Based Learning (PBL) approach supplemented by student-created videos on the teaching of Probability Calculation and Inference Statistics in Business Administration and Management Studies. To that aim, we analyse survey results gathered from a sample of students from the Business Administration and Management and Law-Business Administration and Management degrees at the University of Zaragoza who participated in the PBL experience, focusing on their perceptions, skill development, dynamics of collaboration, and communication with teachers and classmates. Additionally, a comparative study of their final grades is conducted, comparing them with that obtained by students who did not engage in PBL. Our findings reveal that PBL significantly enhances students’ understanding and motivation, along with their communication with teachers, particularly among repeating students, and teamwork skills, particularly among beginners. Furthermore, students participating in PBL activities tended to achieve significantly higher grades than their nonparticipating counterparts did. Moreover, our study contributes to the discourse on sustainable education by highlighting the potential of PBL as a pedagogical approach aligned with the Sustainable Development Goals. By promoting active learning, collaborative problem solving, and communication skills, PBL fosters a culture of lifelong learning and empowers students to address real-world challenges in a sustainable manner. These findings have implications for educators, policymakers, and researchers seeking to promote sustainability in higher education through effective pedagogical practices.