Nowadays, the study of high-performance computing (HPC) is one of the essential aspects of postgraduate programmes in Computational Science. However, university education in HPC often suffers from a significant gap between theoretical concepts and the practical experience of students. To face this challenge, we have implemented an innovative teaching strategy to provide students appropriate resources to ease the assimilation of theoretical concepts, while improving their practical experience through the use of teaching tools and resources specifically designed to promote active learning. We have used the proposed strategy to organize the module of Parallel Computers and Architectures of the Master's in High-Performance Computing, at the Universitat Autonoma de Barcelona, obtaining very promising results. In particular, we have observed improvements of both the academic marks of students and the perception about their own expertise and skills in HPC, regarding the previous teaching approach.