Learning in a virtual environment has been found to foster students' affective responses, indicating the importance of exploring the factors which affect students' learning when engaged in a virtual game. This study aimed to explore the relationships among students' epistemic curiosity, situational interest, and learning engagement in an exploratory 3D virtual game environment. A virtual game was designed for elementary school students to learn concepts of evaporation and condensation in real-life situations. Data were collected using questionnaires from a total of 121 sixth-grade elementary school students, and were analyzed using partial least square structural equation modeling (PLS-SEM). The reliability and validity of the instruments employed in this study were verified. The structural relationships showed that I-type epistemic curiosity showed a stronger influence on the design of the virtual game environment compared to D-type epistemic curiosity. Challenge was found to be negatively predicted by I-type epistemic curiosity, but positively predicted by D-type epistemic curiosity. Instant enjoyment was also found to play a significant mediating role between I-type epistemic curiosity and emotional engagement. It is suggested that future research should consider providing students with interesting contexts and challenging tasks as a critical approach to designing virtual game learning environments.