The purposes of this research are  to describe the process and the result of the development of  learning materials using Problem Based Learning, to increase the ability of transfer  mathematical knowledge of Grade Eleven Students’, to describe the effectiveness of problem based learning in teaching Probability Materials, and describe the difference of students’ ability of transfer of mathematical knowledge who study with Problem Based Learning and conventional teaching.This research is a quasi-experimental research which was begun with the development research. The subjects of this research were the students of grade eleven in SMA Negeri I SoE in the academic year of 2016/2017. The materials were developed cover lesson plans, worksheets, and achievement test. This Study used  4-D model that consists of four steps namely define, design, develop and disseminate.The result of the analysis showed that, 1) the learning materials using Problem Based Learning were valid, practical and effective, 2) the learning process applying problem based learning was effective, 3) the students’ ability of transfer of mathematical knowledge who studied Probability materials using Problem Based Learning was higher than those who studied using conventional teaching.