Museums, memorial centres and other heritage institutions use various strategies to evoke an emotional response that serves to elicit empathy with the historical events and actors that are portrayed in exhibitions. To increase historical understanding, however, both emotional engagement with and contextual understanding of these historical figures are needed. Using the concept of historical empathy, this paper examines the continuous interplay between cognitive and affective dimensions of history learning in museums. We conducted a case study at Museon in The Hague, the Netherlands. We studied a learning session on children living through the Second World War, the museum's strategies employed in the exhibition, the entrance narratives of secondary school students participating in the session and their engagement with the exhibition and with the educational activities. While most of the students did not feel related to WWII prior to their museum visit, the museum managed to engage many of them with personal stories and artefacts and by offering multiple and new perspectives. Our findings underscore the interplay between cognitive and affective dimensions of historical empathy and show that museums can serve as powerful contexts for developing this skill among school students.