Agency, or the capacity for acting and exerting control, has been identified as a primary affordance of virtual reality (VR) for learning but has not yet been well-studied. In this study, we explore data derived from a larger study on collaborative learning in a VR environment to investigate how varied interactivity impacts sense of agency and subsequently whether agency is associated other affective dimensions of learning and learning outcomes. Factor analysis revealed two distinct constructs in assessing agency, over the VR and over their learning experience. Although the study conditions encouraged varied forms of interactivity, treatment conditions did not predict either agency construct. Results showed that both agency constructs were correlated with positive experiences in the VR. Moreover, we found that learning agency is linearly, negatively associated with learning outcomes. We find VR agency has a non-linear association. We discuss the implications of these findings in better understanding the complex relationships between VR design, learners’ experiences of them, and how they affect learning. While more control over the environment may distract learners from retaining content, sense of agency may be important for engaging affective dimensions of learning.