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From a constructivist approach on education, we used the “Hooks and Shifts” method to help students acquire abstract mathematical knowledge. Focusing on arithmetic means, central to university curricula, the method was integrated using the highly immersive technology of virtual reality. We investigated associations between “Shifts,” reflecting situations of abstraction in the method, and a learner characteristic, the sense of agency (SoA). Our first experiment, with 24 students, measured learning gain with the method while measuring SoA on a global, decontextualized level. The results on pretest-posttest ANOVA and linear regression showed significant learning gain but inconclusive associations with global SoA. As a strong local SoA, through this active learning, could have interfered, we replicated the experiment using 277 students, but this time using observational learning and controlling for “Shifts” situations. The results confirmed an effect of global SoA on learning, though “Shifts” situations. Discussing practical and theoretical perspectives, we also considered educational uses of virtual reality.