Monitoring the learning process during task solving through different channels will facilitate a better understanding of the learning process. This understanding, in turn, will provide teachers with information that will help them to offer individualised education. In the present study, monitoring was carried out during the execution of a task applied in a self-regulated virtual environment. The data were also analysed using data fusion techniques. The objectives were as follows: (1) to examine whether there were significant differences between students in cognitive load (biomarkers: fixations, saccades, pupil diameter, galvanic skin response—GSR), learning outcomes and perceived student satisfaction with respect to the type of degree (health sciences vs. engineering; and (2) to determine whether there were significant differences in cognitive load metrics, learning outcomes and perceived student satisfaction with respect to task presentation (visual and auditory vs. visual). We worked with a sample of 31 university students (21 health sciences and 10 biomedical engineering). No significant differences were found in the biomarkers (fixations, saccades, pupil diameter and GSR) or in the learning outcomes with respect to the type of degree. Differences were only detected in perceived anxiety regarding the use of virtual laboratories, being higher in biomedical engineering students. Significant differences were detected in the biomarkers of the duration of use of the virtual laboratory and in some learning outcomes related to the execution and presentation of projects with respect to the variable form of the visualisation of the laboratory (visual and auditory vs. visual). Also, in general, the use of tasks presented in self-regulated virtual spaces increased learning outcomes and perceived student satisfaction. Further studies will delve into the detection of different forms of information processing depending on the form of presentation of learning tasks.