The aim of the present paper is to explore students' perceptions of MOOCs in relation to their learning strategies. Drawing upon cognitive appraisal theory and learning strategies framework, the study examines the perception of MOOCs as threats or challenges and assesses students' learning approaches through the prism of deep and surface learning strategies. Survey data from 389 students enrolled in a MOOC form the empirical basis of the study. Analysis revealed that cognitive appraisal of MOOCs as a challenge is strongly related to the adoption of deep learning strategies. Conversely, perceiving MOOCs as a threat is associated with the use of surface learning strategies, although such strategies display a weaker yet significant relationship with perceiving MOOCs as a challenge. The implications of this research shed light on enhancing the quality of learning experiences and implementing learning strategies in MOOCs. Implementing these strategies can contribute to the improvement of MOOC design and instructional practices, ultimately fostering positive learning outcomes for students.