Knowledge about the key steps in "research methodology" is necessary for all postgraduate students who are enrolled in the medical profession. The objective of the present study was to plan, design, and implement a participant-centric postgraduate skill development activity to inculcate the key principles and components of research methodology. It included 3 goal-oriented component group exercises, namely, 1) framing a research question, 2) critiquing a research article, and 3) writing a research protocol. Out of 25 eligible postgraduate students of our department, 20 participated in all three component group exercises, and they were included in the study. Feedback was obtained from them on a five-point Likert scale after the group exercises. In addition, students were also asked to provide open-ended comments for further improvement of the session. Data from participants' feedback suggested that the majority of the participants expressed satisfaction regarding the plan, conduct, and learning experience of the postgraduate activity. Therefore, participant-centric group activity could be an innovative approach in postgraduate medical education to inculcate the basics of research methodology. It can provide additional emphasis on the components of self-directed learning through individual exercises and unsupervised group dynamics. Supervised group dynamics can inculcate skills in critical thinking, acceptance, communication skills, and teamwork.