In this chapter we explore undergraduate students’ narratives on mathematical curiosity and its relation to problem solving. The narratives were collected through interviews, in which the students were asked about curiosity in proximity to their problem-solving experiences. By means of an AI-assisted analysis we deduced a definition of mathematical curiosity for each of the nine students in the sample and then organized them in two clusters. Through thematic analysis, we identified six common themes from students’ narratives and explored the themes by clusters. By contrasting the curiosity definitions and the common themes, we obtained relations between students’ narratives and theoretical conceptions of curiosity. Besides identification of the clusters and the themes, a novel result arises from the study, demonstrating that curiosity may emerge at the looking-back stage of problem solving, as students declared that doubts and unanswered questions sometimes triggered for them activity-related curiosity. We conclude with consequences for teaching undergraduate mathematics while holding curiosity development in mind.