This study used the instructional humor processing theory to test how different humor subtypes employed by teachers (course-related, course-unrelated, self-disparaging, other-disparaging) relate to students’ well-being, sense of belonging, and engagement. The participants comprised 395 students (107 boys, 278 girls) from 12 elementary and six high schools in the province of Quebec (Canada) aged between 10 and 17 years (Mage = 14.11). Correlational and structural equation modeling methods were used to analyze these relationships. Results showed that only humor related to course content (positive association) and other-disparaging humor (negative association) were significantly associated with the sense of belonging, which, in turn, was positively associated with a cognitive, affective, and behavioral engagement. Results also showed that only course-related humor (positive association) and unrelated humor (negative association) were significantly associated with students’ emotional well-being, which, in turn, was positively associated with cognitive and affective engagement. As far as this study is concerned, humor in the classroom should be course-related when it comes to supporting students’ emotional well-being, sense of belonging, and engagement.