The purpose of this study was to (1) examine the effects of a storyline on learners' factual, conceptual and application knowledge with the use of a simulation for teaching introductory statistical skills and to (2) explore students' subjective enjoyment of various learning activities often used in statistics education. In order to conduct the study, two versions of a simulation were developed that differed in the presence or absence of a storyline attribute. Sixty‐four graduate students were randomly assigned to one of the two intervention conditions. Both intervention groups demonstrated significantly higher learning gains after interacting with the simulation. Particularly, both simulation‐based interventions had a positive significant effect on the acquisition of application knowledge and skills. However, no significant differences between the intervention groups on any learning outcome explored in the study were found. Results also showed that students rated the simulation used in the study as a more enjoyable learning activity in comparison to reading a textbook, lecture or teamwork. Students from the simulation without a storyline intervention reported higher enjoyment than the other intervention group. Implications of the findings for understanding the instructional benefits and shortcomings of embedding a storyline in digital learning content are discussed.