In line with previous findings stressing the importance of the player experience for game effectiveness, the main aim of the study was to explore whether the experience while playing a serious digital game aimed at bullying prevention mediated the relationship between initial and postgame knowledge about appropriate reactions in bullying situations, and initial and postgame compassion for the victim. Participants were 12-to 14-year-old students from 10 European schools (N = 120; 51% boys). Students were assessed in schools, by an online survey, before and after gaming sessions, on measures of knowledge about appropriate reactions in bullying situations and compassion for the victim. Students' experience during playing was also assessed. The proposed model showed a good fit to the data, but the mediation hypotheses were not supported. The results indicated that some aspects of the game experience could affect subsequent knowledge and compassion. Specifically, the challenge had a significant effect on knowledge about appropriate behaviour, while immersion had a significant effect on compassion. The model was tested on the wider sample including students who played the control game (N = 116; 46% boys). The results of moderated mediation analysis offer further support to this conclusion, as these effects were not significant in the control group.