Considerable past classroom learning environment research has focused on the primary and secondary levels of education and the subject areas of science and mathematics. The current study is distinctive in its focus on university business statistics learning environments. For the first time, we validated and applied the widely-used What Is Happening In this Class? (WIHIC) questionnaires among tertiary statistics students. With a sample of 375 students from 12 university statistics classes, we furnished evidence to support the WIHIC's factor structure, internal consistency reliability, predictive validity (in terms of associations with two types of statistics anxiety) and discriminant validity (in terms of differentiating between three ethnic groups). Limitations, contributions and suggestions for future research are discussed.