The pedagogy at IIM Jammu varies for different courses with case studies being the predominant method for most. Apart from that, group and individual projects, student presentations, simulation exercises, business games, role play, field visits, etc. are used. Many courses bring in industry experts to integrate classroom learning with industry practice.

A majority of the classes are based on discussions around a specific topic assigned for each class. Before the start of each term, students are given the material for each class and are expected to read all the material before the class and have a preliminary discussion in their peer groups.

During the discussion in class, it is expected that students will participate and make a significant contribution. The faculty monitors the students' contributions to the discussion and ensures equitable distribution of opportunity for all students to participate over the duration of the course. Students of IIM Jammu have prior work experience of average 18 months. Such students get the opportunity to bring perspectives from their work experience to the classroom which substantially enriches the discussions.

The teaching pedagogy will help develop well-rounded individuals that possess critical 21st century capacities, including increased creativity and innovation, critical thinking and higher-order thinking capacities, problem-solving abilities, teamwork, communication skills, more in-depth learning and mastery of curricula across fields, increases in social and moral awareness, besides general engagement and enjoyment of learning.