Identifying a research problem is the most challenging aspect in teaching research skills at the postgraduate level. This action research project aimed to identify a suitable intervention to help students identify research problem in education setting and help them to write a sound research problem statement for their project. The study involves 51 postgraduate students in a research methodology course. The intervention was designed based on student-centered activities that include the use of metacognitive strategies through cooperative learning, online learning and interactive learning activities. This paper reported the findings of the first cycle of the study. The findings showed students improvement in identifying research problems in education setting and able to identify important elements in writing a research problem statement. It can be concluded that active learning approach using metacognitive strategies able to improve students’ skills in planning, monitoring and evaluating the process of identifying a research problem and writing the problem statement of their research project.