Formative assessments and feedback are vital to enhancing learning outcomes but require that learners feel at ease identifying their errors, and receiving feedback from a trusted source--teachers. An experimental test of a new theoretical framework was conducted to cultivate a pedagogical alliance to enhance students' (a) trust in the teacher, (b) well-being in the learning environment and (c) identification of confusion and errors for the purpose of learning, assessment and feedback. A sample of 101 undergraduate students was randomly assigned to either an intervention (n = 51) or control (n = 50) condition in Elementary Statistics. Results indicated that a pedagogical alliance could be created to enhance student trust in the instructor, leading students to report greater well-being and a higher number of potential areas of confusion in their understanding of new content material relative to a control group. These results have implications for formative feedback, assessments, and by extension learning outcomes.