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In the present study, we tested the effectiveness of color coding on the programming learning of students who were learning from video lectures. Effectiveness was measured using multimodal physiological measures, combining eye tracking and electroencephalography (EEG). Using a between-subjects design, 42 university students were randomly assigned to two video lecture conditions (color-coded vs. grayscale). The participants’ eye tracking and EEG signals were recorded while watching the assigned video, and their learning performance was subsequently assessed. The results showed that the color-coded design was more beneficial than the grayscale design, as indicated by smaller pupil diameter, shorter fixation duration, higher EEG theta and alpha band power, lower EEG cognitive load, and better learning performance. The present findings have practical implications for designing slide-based programming learning video lectures; slides should highlight the format of the program code using color coding.