Research suggests that high school students often have negative experiences with mathematics. To address this challenge, this paper shares findings of a design-based research project in which researchers and teachers developed and used a narrative approach to lesson planning in order to design lesson experiences that provide opportunities for high school students to become captivated with mathematical content ("CMLs"). The goal of this approach is to provide students positive aesthetic opportunities, such as inspiring student curiosity, while maintaining cognitive demand and coherence. Overall, students reported more positive, varied aesthetic experiences (e.g., suspense, surprise) in CMLs than in other lessons with the same teacher and students. These findings provide evidence that designing lessons as mathematical stories shows promise and can offer students more positive aesthetic experiences in mathematics.