Advanced professional courses (APCs) in the senior year will lay the foundation for further graduate study. Meanwhile, they are summaries and applications of the learnt fundamental professional courses (FPCs). Thus APCs form a connecting link between the preceding and the following studies. For example, Principles and Design of Optoelectronic Instruments (PDOI) is a lecture-based APC aiming at familiarizing students with the operating principles and basic design methods of commonly used optoelectronic instruments. Students will be able to describe the operating procedure of the instruments, distinguish the structure and function of each part, and present preliminary results of both overall design and parameter design. Problem-based approach with the following implementation is a good choice for such APCs. An assignment of system design is announced as the problem at the beginning of the semester. Students are asked to (1) describe the basic working principle, (2) do the overall design and draw the schematic diagram of the system, (3) do the module devision as well as the budget, and ( 4) finally analyze a critical parameter of the system. Then during the explanation of corresponding chapters, four times of in-class practices are arranged to help the students finish the assignment question-by-question with the help of textbook, internet and the teacher. Compared with straightforward explanation of the chapters and leaving the assignment as a homework at last, the proposed problem-based approach helps improving the motivation and achievement of the students.