The student experience with mathematical modelling has the potential to differ in nature to the experience of a typical mathematics student. The research reported in this paper forms part of a broader study looking into tertiary learning experiences for mathematical modelling. This paper reports on: What are the student experiences when learning to mathematically model? How might these experiences inform mathematics education? Data were collected across two different tertiary mathematical modelling courses in the form of student interviews. Student interviews were analysed, using reflective thematic analysis, to identify themes relating to the collective student learning experience. The results show that modelling provides an opportunity for students to be actively involved with their learning. Being open-minded was a key behaviour for a productive student experience.