What is the best approach to educating students is, evidently, the pivotal question in educational research. In the general debate on this question, clear positions are often taken―for example, whether teacher‐led instruction or more student‐directed approaches should be followed. In the current narrative review, this central question and the different stances taken are explored for a specific field of learning, STEM (science, technology, engineering, and mathematics) domains. The current article starts with an argument as to why the traditional, more directive teacher‐led educational approach to STEM learning may not always lead to deep conceptual knowledge and proposes exploring more engaged forms of learning. More specifically, a particular arrangement for engaged learning, inquiry learning, is taken as an example in this exploration. It is argued that the effects of educational methods are influenced by a multitude of (interacting) factors related to student and teacher characteristics, context, domain, frequency of use, timing, and probably more. Therefore, this article tries to outline a more nuanced and balanced stance towards choosing educational approaches. A picture is presented to show that adopting and combining different approaches, at both the lesson and the curricular levels, may be necessary to reach optimal levels of learning. Existing and upcoming technologies may play a decisive role in realizing this more complex, but also more realistic view of learning in STEM.