Undergraduate students study the topic of binomial series expansion as part of their Calculus course. The purpose of this study was to explore the mental constructions of binomial series expansion of a class of 159 students. Data were collected through a written assessment task by each member of the class. A convenient sample of eleven students from the class was selected to undertake semi-structured interviews. The Action-Process-Object-Schema theory which was used depicts development of understanding of mathematics concepts through the hierarchical growth of mental constructions. Students in the study coped well with questions requiring action-level engagements but grappled with those calling for higher-level mental constructions, namely, processes and objects. Developing an object conception for a mathematical concept is the pinnacle for all teaching but also the most difficult to develop. Thus, this study underlines the significance of helping students construct object conceptions in binomial series expansion.