This paper seeks to address how captioned videos are used as an instructional aid in classrooms of English as an additional language (EAL). The paper employs a narrative literature review to synthesize prior studies and reach pedagogical conclusions for utilizing the captioned videos. The results argue that captioned videos have pedagogical, cognitive, and psychological benefits to language teaching and learning with the awareness of some influential factors during instructional implementations. First, the paper elaborates on the roles of videos in language teaching and learning (Why), underlying theories of employing videos (How), and influential factors of utilizing the captions (When and Who), followed by an emphasis on captioning effects on language learning (What). Then, it discusses some classroom implications as concluding remarks.