This study conducted a comparative analysis of students’ knowledge development on athletics in Sport Education and in a Direct Instruction unit taking into account sex and initial skill level. The participants were an experienced Physical Education teacher and two sixth-grade classes totaling 47 students (25 boys and 22 girls). Each class was randomly placed in either Sport Education or Direct Instruction classes and participated in 20, 45-minutes lessons focused on shot put, hurdles and triple jump. Knowledge on athletics was assessed through a 25-items written and video-based test. The inter-group differences and improvements across time in the knowledge test were analyzed through the Mann-Whitney and Wilcoxon tests, respectively. There were significant knowledge improvements in both instructional approaches irrespective of students’ gender and skill level. In Direct Instruction, the type of task organization, the high rates of repetition of movement patterns and feedback by the teacher were beneficial to student learning. In Sport Education, the autonomy granted to students in the control of the pace of task transitions by making on-going judgments on achievement of performance criteria, implicated students affectively and cognitively with the learning content. It was further supported that several models and teaching strategies should be taken into consideration when teaching Physical Education. Different approaches should be perceived as alternatives and teachers should retain the best in each according with the moment in the unit, student developmental stage, and the specific learning objectives in the task.