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Endocrine physiology is a complex subject for students. Game-based learning (GBL) and case-based learning (CBL) are active methodologies that are widely used because of their potential for motivation and greater proximity to the reality of modern students. We evaluated the effectiveness of GBL and CBL among veterinary medicine students compared with a control group using peer tutoring. Students (n = 106) from two institutions volunteered to participate in this study. The participants were submitted to a pretest questionnaire and subsequently were divided into three paired groups by their performance on the pretest exam: (1) traditional class + peer tutoring, (2) traditional class + GBL, and (3) traditional class + CBL. After the students completed the activities, their performance was once again evaluated by applying a new test with the same initial 10 questions and another set of 10 different questions. The students' perceptions and satisfaction with the methodologies and learning strategies were assessed. Anxiety was assessed with the State-Trait Anxiety Inventory before and after the conventional class and after the active methodologies. The GBL group significantly improved their correct answers compared with the baseline (P < 0.05), with no significant difference from CBL and peer tutoring. Anxiety levels did not differ regardless of the time of evaluation or the teaching methodology applied. GBL promoted a greater perception of the stimulus for self-study and problem-solving ability and contributed to the development of group dynamics compared with the group who received CBL (P < 0.05). In conclusion, GBL showed better results than peer tutoring and CBL.