Recently, researchers have encouraged the teaching of statistical inference to students at all levels. However, what constitutes pre-service teachers’ pedagogical content knowledge for statistical inference has not yet been given specific attention in research. This paper presents a qualitative study of pre-service teachers participating in a collaborative learning setup in a mathematics course to be prepared for teaching statistics in primary school aged 6–10 years. The study reported here is the first cycle of a design research project. This first-phase study explores how pre-service teachers’ pedagogical content knowledge for statistical inference can be developed during their mathematics course. The findings show that pre-service teachers’ learning opportunities regarding pedagogical content knowledge for statistical inference are insufficient. Based on the initial results, an initial conjecture map was constructed that guides the forthcoming design cycle.