Literature has shown that immersive learning environments such as digital educational games and simulations often incorporate storytelling elements in their designs as narrative can be an effective way of making learning more meaningful to students. The purpose of this study is to review the literature on the role narrative can play in the experience of a learner engaging in learning games and to synthesize research on features of story that have demonstrated success in these learning environments. The findings have shown that distributed narrative, intrinsically integrated fantasies, empathetic characters and virtual agents, and adaptiveness or responsivity are four characteristics of game narratives found to be effective. Several learning game analyses were performed to illustrate how these games used narrative to foster greater immersion, engagement, motivation, and learning. Finally, a narrative design strategy for serious games is suggested which integrates the effective narrative features as shown in the example games, along with two analysis frameworks, Game Discourse Analysis and Narrative Centered Informant Design. The findings of this study should provide much-needed insights to designers and researchers who are involved in creating immersive learning environments.