This study describes how wearable devices can be used in elementary schools to compare some aspects of different teaching approaches. Upper arm wearables were used as an objective tool to compare three approaches when teaching science: (i) classical frontal teaching, (ii) embodied (kinesthetic) teaching, and (iii) a distance teaching approach. Using the wearables, the approaches were compared in terms of their impact on students’ psychological arousal and perceived well-being. In addition, short-term and long-term knowledge gain and physiological synchronization between teacher and students during the lecture were assessed. A synchronization index was defined to estimate the degree of physiological synchronization. During distance teaching, by means of measurements with wearables, students were significantly less physically active and significantly less psychologically aroused. Embodied teaching allowed significantly higher physical activation than during the other two approaches. The synchronization index for all three teaching approaches was positive with the highest values for distance and frontal teaching. Moreover, knowledge gain immediately after the embodied lessons was higher than after frontal lessons. No significant differences in the long-term knowledge retention between the three different teaching methods were found. This pilot study proved that wearables are a useful tool in research in the field of education and have the potential to contribute to a deeper understanding of the mechanisms involved in learning, even in complex environments such as an elementary school classroom.