The purpose of this study is to gain insight on: 1) The Implementation of group investigation model (GIM) in increasing student conceptual achievement, 2) How GIM may improve student's critical thinking skill, and finally 3) the study addresses some challenges in GIM implementation. To achieve these purposes, classroom action research (CAR) was employed to investigate 19 students taking Educational Program Evaluation module in the second semester 2015/2016 at the Department of Educational Administration in University of Muhammadiyah Prof. Dr Hamka, Jakarta, Indonesia. Data were collected through test, observation, interview, questionnaires and documents. The study found that 1) the practice of GIM improve students' achievement on the conceptual domain; 2) GIM enhances students' critical thinking skill; 3) Some challenges identified during GIM implementation include teacher's teaching orientation and lack of students' discipline in completing assignments.