This article reports how physics pre-service teachers (PSTs) organize their investigations during an exploratory data analysis scenario, which we call scientific investigations by data exploration. In order to analyze the PSTs’ investigations, we developed a learning environment in which learners investigate aspects influencing the particulate matter concentration in an Austrian city. Audio documentation and written learner protocols were analyzed using qualitative content analyses, resulting in flowcharts describing the different types of investigations the PSTs conducted. In this analysis, we differentiate between investigations on a micro-level (a single investigation), and investigations on a macro-level. Findings show that the pre-service teachers follow three different approaches: some always start their investigations with a research question, some switch between exploratory and targeted investigations and a few conducted only exploratory investigations. In this article we provide exploratory insights into the strategies students use.