Background: In this study, the effect of guidance on students' performance was investigated. This effect was hypothesized to be manifested through a reduction of cognitive load and enhancement of self-explanations. Aim: The goal of this study was to investigate the effect of guiding questions on students' understanding of statistics. Sample and Method: In an experimental setting, two randomly selected groups of students (N = 49) answered achievement and transfer questions on statistics as a measure of performance. Students in the intervention condition were given guiding questions to direct their way of reasoning before they answered the achievement questions. The students in the control condition were asked to write down their way of thinking before they answered the same achievement questions. In this way, both groups were stimulated to self-explain, but only the reasoning processes of the students in the intervention condition were guided. Results and Conclusion: It was found that students in the intervention condition performed significantly better on achievement and transfer questions and that this effect of guidance was mediated by self-explanations. Attitude towards statistics was positively related to performance.