The global pandemic has accelerated the 'move online' of higher education in Indonesia. This study aimed to examine the relationship between Indonesian students' experiences of studying online, their epistemological beliefs and their beliefs about fun in learning. A mixed method approach was used to examine this relationship in a sample of 774 students. A Principal component analysis (PCA) of questionnaire responses identified associations between social constructivist beliefs about learning and the centrality of fun in learning. The PCA was considered together with a thematic analysis of an open question 'Has the COVID-19 situation changed your feelings about online study?' This revealed the significance of the epistemic mismatch between many students' beliefs and the transmissive online pedagogy that they described. This mismatch is implicated as a factor in understanding the students largely negative experiences of online study and the impact on their well-being, albeit within the context of a pandemic. This is the first time that this link has been proposed. The research indicates that examining students' epistemological beliefs can offer insights that are helpful in understanding students' educational engagement and well-being when studying online.