Self-regulated learning (SRL) strategies have been identified as a valuable component of digital game-based learning system (GBLS) activities. However, few studies have focused on the effects of information feedback on self-efficacy, SRL strategies, and perceived and actual learning effectiveness. Social cognitive and SRL theories describe the learning process of monitoring, controlling, and evaluating individual behavior and the corresponding environment. Insufficient information feedback hinders learning using GBLS and results in weak perceived and actual learning effectiveness. Some researchers have investigated the information feedback intervention mechanism and its significance. The partial least square method was used to investigate a convenience sample of 240 undergraduate students to test the proposed hypotheses. The research results indicated that information feedback significantly affects self-efficacy, SRL strategy, and perceived and actual learning effectiveness. Surprisingly, the SRL strategy does not significantly affect actual learning effectiveness. The theoretical and practical implications of this study are discussed.