This classroom action research seeks to improve self-regulated learning (SRL) and understanding of research methodology at the graduate school. Nineteen graduate school students were involved. Using project-based learning (PjBL), students were assigned to create online blogs as the main project. The blog was intended for representing their understanding of research methodology by writing review of research articles and submitting a research proposal. The classroom action research was based on a model by Kemmis & McTaggart and was conducted in two cycles. The data were analyzed using mixed methods in which the main data were analyzed qualitatively and further analysed quantitatively. The results of the study showed that after completing the course, students not only gained knowledge about research methods, but were also able to write a research proposal. In addition, the project-based learning could facilitate students to practice their communication skills while writing on their blog and to improve self-regulated learning