The use of a second screen can enhance information processing and the execution of search tasks within a given period. In this study, we examined the learner's attentional shift (AS) between two screens and controlled secondary tasks (STs) in the media multitasking setting and its effect on the learning process. In particular, we analyzed how cognitive and emotional learning effects can be explored depending on the role of this setting. A between-subject experiment was conducted with 69 participants (simultaneous vs. sequential use of a second screen in terms of open versus closed STs). The findings showed that there was a greater difference in emotional learning effects than in cognitive learning effects for participants who used a second screen. In terms of estimated emotional learning effects of media multitasking, participants engaged in sequential use demonstrated lower anxiety levels and higher competence beliefs during learning compared to participants who were engaged in simultaneous use. Moreover, an interaction effect occurred in the AS between the two screens and in controlled STs of recognition memory. These results indicate that attentional change and controlled STs are key predictors of learning effects in the media multitasking environment.