In this study, we aimed to understand experience of students about transition from lecture mode to case study pedagogy in business management courses. Indian education system is predominantly a follower of the lecture mode of teaching from the grass-root level till graduation. Hence Indian students are relatively less familiar with the case based teaching method. In recent times, the case pedagogy has been rapidly replacing the lecture mode in higher education institutes of India, especially at the business management colleges. We conducted a grounded theory based interview of 33 post graduate students enrolled in a business school (B School) in India, which incorporated a pedagogy shift from lecture to case method during academic session 2010-2011. We found that some of the major factors which facilitated the transition process of the students to this new style of learning were previous educational background, prior work experience, course evaluation methods, institute policies and proper orientation through preparatory sessions. Our findings substantiated extant studies conducted in the context of western countries. The findings also provide a systematic analysis of the various issues in incorporating such pedagogic shifts, which may help academicians to successfully troubleshoot any problems associated with commencement of case based teaching in the Indian context.