The increasing use of massive data requires effective teaching strategies for business analytics. The discipline combines analytical skills, information technology, and business-domain knowledge, and is challenging to teach to business students. This research demonstrates that business undergraduate students can benefit from an experiential project-based learning approach (PjBL). By having student groups collecting data around a research question of their choosing and using descriptive and predictive analytics, we observed an increased understanding of the data-driven decision-making process, and improved analytical skills to approach, solve, and communicate business problems.