Gregory and Masters have been exploring the affordances of teaching in a virtual world since 2008, having taught more than 650 students between them. They have explored a variety of teaching strategies for use in Second Life and the students, from the University of New England, have always provided their perceptions of their learning either after an activity or at the end of their learning. Within this chapter is a comparison of two research projects, undertaken in 2009/2010 and 2011/2012, examining the use of role-playing in a virtual world. The authors present their findings from the data reporting student perceptions of their role-play experiences. The role-plays reported in this chapter were first conducted in Second Life with on-campus students prior to extending the teaching to off-campus students. This was to ensure that the learning experiences were appropriate and would work effectively when real-time trouble-shooting could be used. Both quantitative and qualitative data support the findings reported here. It can be concluded that role-play in a virtual world provides an authentic learning experience for students, particularly if they are not provided with the opportunity of experiencing this technique in a face-to-face setting.