The development and delivery of an introductory thermal physics module taught through Problem Based Learning (PBL) in a lecture-based curriculum is reported on. The development and implementation of the module is illustrated through discussion of the problems and students responses. The PBL methodology is compared with traditional lecture style teaching and the educational theories that the methodologies stem from are discussed. Examples of how PBL has been used to teach physics, along with the assessment of the thermal physics module are used to appraise some of the benefits of PBL, particularly increased student motivation, development of effective groupwork skills and increased understanding, in light of students’ development. The impact of PBL on students’ learning is demonstrated through examples of their thinking and analysis of pre and posts test results with those reported in literature. The differences between the approach of Science Education students and Physics students to the PBL module and any affect this had on their learning is discussed. Finally, students’ opinions of the module are examined and recommendations for its improvement are suggested.