Student engagement allows educational institutions to make better decisions regarding teaching methodologies, methods for evaluating the quality of education, and ways to provide timely feedback. Due to the COVID-19 pandemic, identifying cognitive student engagement in distance learning has been a challenge in higher education institutions. In this study, we implemented a non-self-report method assessing students' heart rate data to identify the cognitive engagement during active learning activities. Additionally, as a supplementary tool, we applied a previously validated self-report method. This study was performed in distance learning lessons on a group of university students in Bogota, Colombia. After data analysis, we validated five hypotheses and compared the results from both methods. The results confirmed that the heart rate assessment had a statistically significant difference with respect to the baseline during active learning activities, and this variance could be positive or negative. In addition, the results show that if students are previously advised that they will have to develop an a new task after a passive learning activity (such as a video projection), their heart rate will tend to increase and consequently, their cognitive engagement will also increase. We expect this study to provide input for future research assessing student cognitive engagement using physiological parameters as a tool.