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This study investigates students conceptions of infinity in mathematics, including graduate students enrolled in mathematics education program, undergraduate mathematics students, and secondary students. Two issues were of concern to this study: conceptions of infinity and differentiation between large finite sets and infinite sets. Using quantitative-qualitative survey approach, the results revealed that students possess different conceptions of infinity that are based on both potential and actual infinity. Moreover, students faced difficulties in understanding infinity, and for those who showed understanding of infinity concept did not apply their experience in the formal education of set theory and calculus courses that they have been studied. Several implications of the results could proceed to overcome epistemological and didactical obstacles related to the infinity concept in order to improve students ability to deal with situations in their mathematical courses.