A mathematical investigation (MI) encapsulates the reform movement in mathematics education by addressing content and process simultaneously and providing a novel opportunity for students to develop thinking skills and good mental habits. However, introducing MI to teachers and students who are used to routinised teaching approaches and pen-and-paper testing presents many challenges. This study introduced MI to two junior classes and the mathematics teachers of a regular public high school. After the MI orientation workshops, the students engaged in the processes of pattern searching, problem posing, conjecturing, verifying, and proving. Data was gathered through focus group discussions, interviews, observations, teachers' reflection notes, audiotapes, and analysis of students' outputs. The challenges of doing MI included the teachers' and students' lack of exposure to and/or competence in the investigative processes, the teacher's traditional views and teaching practices, and some sociosystemic factors in schools. Issues raised here could give insights into the areas where teachers and students needed reinforcement and how teachers could redesign mathematics instruction to focus on the development of processes and thinking skills needed for investigations.