The aim of this paper is to raise awareness of problem-based learning (PBL) and more specifically the problem analysis as a set of learning principles and practices offering the potential to bridge higher education to the complexities and uncertainties of science and society. Literature on PBL often argues that PBL supports education aimed at developing students' competences in problem-solving. However, as we increasingly face complex and wicked problems, we cannot assume that problems can be solved based on existing methods and theories; the focus needs to shift from problem-solving to problem analysis and complexity navigation. This paper describes and discusses the need to focus on authenticity, exemplarity, and interdisciplinary as key educational concepts when developing competencies to analyze complex problems. In addressing these key concepts, the paper touches upon the didactical implications of problem analysis as the most important competence to achieve during higher education and as essential when moving beyond education and into a complex world where problems are always interrelated, as reflected in the UN's Sustainable Development Goals.