Learning experimental physics is often perceived as being poorly engaging by students, especially at the university level. We wanted to test whether an immersive format could increase students’ engagement in experimental physics. Forty-six second and third-year university students (18 females, 28 males) were immersed in a fictional scenario. The learning goals were centred on experimental methodology and transversal skills, such as teamwork. They were all given a role in a story that unfolds during the class (not unlike a live-action role-play). All of them had to perform physical measurements, not because their teacher asked for it but because the scenario they were going through required it. For 28 students, we could measure the impact of the fictional scenario on their behavioural, emotional and cognitive engagement by comparing it with teaching as usual. The results show that students’ emotional engagement was higher in the context of immersion (p < 0.001). No behavioural or cognitive effects were found. Student transcripts confirmed that they enjoyed the use of fiction and that the learning goals were achieved. We were concerned that fictional scenarios could result in differentiated effects among gamers; in the population of all students who followed this new teaching, we found no correlation between the students’ gaming habits and engagement scores. No gender effect was found for students’ engagement. It would be interesting to test the use of an immersive scenario in other contexts where engagement is known to be poor.