Online video-recorded lectures have become an increasingly more important means for student learning (e.g., in flipped classrooms). However, getting students to process these lectures sufficiently to come to class well-prepared is a challenge for educators. This paper investigates the effectiveness of open-ended embedded questions for accomplishing that. An experiment compared a video-recorded lecture presented online with and without such questions. No feedback was given on responses to the questions. University students (N = 40) viewed the lecture, responded to a questionnaire on self-efficacy and usability, and completed a knowledge test. User logs revealed that the students engaged significantly more with the embedded questions lecture. Engagement was not related to knowledge test results, however. Uniformly high appraisals were given for self-efficacy, usefulness, ease of use and satisfaction. Mean test scores were significantly higher for the embedded questions condition. It is concluded that open-ended embedded questions without feedback can increase the effectiveness of online video-recorded lectures as learning resources.