One important challenge ahead for sport and exercise pedagogy (SEP) researchers is to consider afresh questions about learning. Learning in the fields of sport, physical activity and physical education (PE) is a particularly complex business. Most existing theories of learning are defined cognitively, yet learning in sport and physical activity contexts is also practical and embodied, and is linked to the powerful wider cultural contexts of sport and related areas such as health. Yet, even though learning in these contexts is particularly complex, practitioners rarely draw upon specific learning theories to ask questions about practice, and researchers in SEP have tended to focus on content and issues of teaching and coaching instead of using learning theories as a way to explore learning or investigate learning. This paper draws on data from a project in Sweden on learning in PE to illustrate the ways in which a learning theory framework can be used to guide research questions, offer important insights into the learning process and make a contribution to the wider literature on learning theory. We also argue that research design grounded in learning theories has the potential to result in greater coherence across studies, thereby offering a more valuable service to practitioners.