Conducting social science research is a complex process, and social science students face a number of learning challenges in order to develop their skills. Moreover, new sources and types of data including so-called big data are providing new opportunities for research, but also pose methodological challenges. In this article, we explore a task-based learning approach for teaching social science research methods. We draw on evidence from two case study learning tasks: (i) the collection and analysis of Twitter data; and (ii) designing and conducting a face-to-face and online survey. The students were guided to co-lead the tasks, apply their knowledge and then to critically reflect. The pedagogical framework of task-based learning provides opportunities to embed learning in new ways by integrating knowledge, practice and critical reflection. Task-based learning can create a dynamic learning environment and can empower students to develop their identities as researchers.