In this study, we investigated which teaching approach may be optimal to facilitate learning about thermal phenomena in primary school. Concretely, we conducted a pretest-posttest quasi-experiment that included 45 eighth-grade students divided into three groups. In the first group (a non-interactive teacher-centered approach), the teacher gave an experiment-based lecture on converting thermal energy into mechanical work. In the second group (a teacher-centered interactive approach), the teacher gave the same experiments-based lecture, but interacted much more with the students and encouraged them to think about the demonstrations. Finally, in the third group, the student-centered interactive approach was applied. The results of the ANCOVA showed that the three teaching approaches were equally effective in developing students’ understanding of thermal phenomena. However, closer analyses showed that students who learned from the teacher-centered interactive approach significantly outperformed their peers when it came to understanding basic thermal concepts approach, students worked in small groups to conduct the same experiments and “discover” the same relationships that the teacher had introduced in the previous one.