E-Brock Bugs is a serious educational game (SEG) about probability which was created based on Devlin's design principles for games whose players adopt identities of mathematically able persons. This kind of games in which "players think and act like real world professionals" has been called epistemic. This article presents an empirical study of 16-year-old students' (n = 61) experience playing E-Brock Bugs as part of their mathematics data management course. Results suggest that most students engaged in the game's mathematics and experienced a mathematical in-game identity. E-Brock Bugs contributes to validate Devlin's game design approach to epistemic mathematics SEGs.