In western education system, scholars often advocate the concept of critical learning pedagogy for cultivating future managers. Under the critical learning pedagogy, students are expected to be proactive during the learning process, contribute in lectures and participate in group learning. Students need to criticize management theory or practice in order to have their own understanding of the management knowledge. Teachers are no longer the ‘expert’ of the knowledge and telling what concepts or theories that students need to manipulate. Critical learning pedagogy has the advantage in nurturing students. However the practice of critical learning contradicts with the Chinese culture, which values harmonious relationship, respect of authority and behaviors within Confucianism. In particular, three elements are most relevant to describe the difference of Chinese culture towards critical learning pedagogy; they are power distance, orientation of individualism versus collectivism and Confucianism. Behavior of criticizing and evaluating management beliefs, classroom communication in dialogic nature, as well as verbalize the criticism are seen as disrespectful and impolite by Chinese students. It violates their social norms and obligation that are constructed by their culture. Besides the issue of cultural difference, diverse learning style also exists between Chinese and western students. Their learning style difference contributes to the experience of learning dislocation. The passive learning style of Chinese students creates difficulties for them to practice the critical learning pedagogy that requires active and critical learning attitude. 2 In order to understand better the culture shock and learning dislocation in a cross-cultural learning environment, I focused on the foreign exchange students (mainly Europe students) studying undergraduate program in the University of Macau to examine their perceptions about their learning experience in an Asian learning environment. According to the case study results, I found that Europe exchange students perceived difference in the implementation of critical learning pedagogy and variation of learning style, which confirmed extant literature about the contradictions between Asian, Chinese in particular, style of learning and those of critical learning pedagogy. Moreover, the research also found out that the difference did not cause huge degree of learning dislocation to Europe exchange students. The major problem for them was working with Chinese students in the group projects. They experienced learning dislocation in their group learning process.