In this paper, we discuss the history of the concept of function and emphasize in particular how problems in physics have led to essential changes in its definition and application in mathematical practices. Euler defined a function as an analytic expression, whereas Dirichlet defined it as a variable that depends in an arbitrary manner on another variable. The change was required when mathematicians discovered that analytic expressions were not sufficient to represent physical phenomena such as the vibration of a string (Euler) and heat conduction (Fourier and Dirichlet). The introduction of generalized functions or distributions is shown to stem partly from the development of new theories of physics such as electrical engineering and quantum mechanics that led to the use of improper functions such as the delta function that demanded a proper foundation. We argue that the development of student understanding of mathematics and its nature is enhanced by embedding mathematical concepts and theories, within an explicit–reflective framework, into a rich historical context emphasizing its interaction with other disciplines such as physics. Students recognize and become engaged with meta-discursive rules governing mathematics. Mathematics teachers can thereby teach inquiry in mathematics as it occurs in the sciences, as mathematical practice aimed at obtaining new mathematical knowledge. We illustrate such a historical teaching and learning of mathematics within an explicit and reflective framework by two examples of student-directed, problem-oriented project work following the Roskilde Model, in which the connection to physics is explicit and provides a learning space where the nature of mathematics and mathematical practices are linked to natural science.