In recent years, mathematics educators have frequently stressed the necessity of instructing students about models and modeling approaches that encompass cognitive and metacognitive thought processes, starting from the first years of school and continuing on through the years of higher education. The purpose of this study is to examine the thought processes of 4th-grade primary school students in their modeling activities and to explore the difficulties encountered in these processes, if any. The study, of qualitative design, was conducted in the 2013-2014 academic year at a Foundation School operating under the auspices of a state university located in a central city in the Black Sea Region of Turkey. A five-week preliminary study was first implemented with designated 4th grade students, after which the criterion sampling method was used to select three students that would be recruited into the focus group. The focus group that was thus formed was asked to work on the model eliciting activity of the Crime Problem and the entire process was recorded on video. A written transcript was made of the video recording, after which the recording and the students' worksheets were analyzed using the Blum and Ferri modeling cycle. The results of the study revealed that over the course of the process, the students tested the hypotheses related to daily life that they had set up, generated ideas of their own, verified their models by making connections with real life, and tried to make their models generalizable. On the other hand, the students had difficulty with understanding the problem and interpreting the qualitative data.