This experimental study investigated the effects of the use of two versions of a pedagogical agent named personal instructing agent (PIA) on the mathematics performance of students. The first version exhibits synthetic facial expressions while the second version does not exhibit facial expression (i.e., neutral facial expression). Two groups of students with the same levels of prior knowledge in mathematics utilized two different versions of PIA. The first group--the facial group--utilized a PIA that provides textual and facial expressions feedback (happy, sad, surprise, and neutral facial expressions). The second group--the nonfacial group--used the same software except that PIA only exhibited neutral facial expression. The study showed that the mathematics scores of the students in the facial group significantly improved as compared with those who are in the nonfacial group. The posttest scores of the facial group were found significantly higher than those of the nonfacial group. The study showed that PIA that exhibited synthetic facial expressions improved students' mathematics learning. It is concluded that synthetic facial expressions and textual feedback of pedagogical agent can be utilized to help students learn to solve mathematics problems. Limitations and recommendations are also presented.