This paper outlines the reality of the teaching of statistics in a superior school of business management in Portugal. We begin by presenting the difficulties that teachers encounter, resulting from a variety of problems. A major cause is the enormous heterogeneity of the level of knowledge that students have. We must point out that the introduction of the Bologna process has aggravated this situation. The assumption of reduced classroom hours and an increase in self-study is extremely penalizing for such students. There are many challenges we have to face: How to teach statistics to a class where half the students cannot interpret the basic concepts of mathematics? Is the approach of teaching statistics through software beneficial? Should the teaching of statistics be addressed in a practical way? Should we instill a critical thinking in the students, to enable them to use the knowledge acquired to solve problems?