When learning a new math concept, should learners be first taught the concept and its associated procedures and then solve problems, or solve problems first even if it leads to failure and then be taught the concept and the procedures? Two randomized‐controlled studies found that both methods lead to high levels of procedural knowledge. However, students who engaged in problem solving before being taught demonstrated significantly greater conceptual understanding and ability to transfer to novel problems than those who were taught first. The second study further showed that when given an opportunity to learn from the failed problem‐solving attempts of their peers, students outperformed those who were taught first, but not those who engaged in problem solving first. Process findings showed that the number of student‐generated solutions significantly predicted learning outcomes. These results challenge the conventional practice of direct instruction to teach new math concepts and procedures, and propose the possibility of learning from one's own failed problem‐solving attempts or those of others before receiving instruction as alternatives for better math learning.