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Digital learning games can help address gender disparities in math by promoting better learning experiences and outcomes for girls. However, there is a need for more research to understand why some digital learning games might be especially effective for girls studying mathematics. In this study, we assess two possible pathways: that girls might benefit from math games because they reduce the anxiety and evaluation apprehension that girls are more likely to experience when doing math; and that girls might benefit from math games when they enjoy the narrative and thus experience greater engagement. To evaluate these pathways, our work uses multiple dimensions of gender (e.g., gender identity and gender-typed interests, activities, and traits) and surveys of affective experiences to examine the impact of three learning systems with identical learning content: a digital learning game, Decimal Point, that has consistently led to better learning for girls over boys; a new masculine-typed game, Ocean Adventure, developed based on a survey of over 300 students; and a conventional tutoring system. We predicted that girls and students with stronger feminine-typed characteristics would experience less math anxiety in both Decimal Point and Ocean Adventure compared to the tutor. We also predicted that girls and students with stronger feminine-typed characteristics would experience greater engagement and learning with Decimal Point while boys and students with stronger masculine-typed characteristics would experience greater engagement and learning with Ocean Adventure. Consistent with predictions, students with stronger feminine-typed characteristics experienced less anxiety and evaluation apprehension in both games compared to the tutor. This suggests that math learning games may provide a way to address these negative affective experiences. In terms of our measures of engagement, we found that students with stronger masculine-typed characteristics reported greater experience of mastery in the masculine Ocean Adventure; however, this was the only indicator that the more masculine narrative of Ocean Adventure led to different experiences based on gender. This suggests that narrative alone may not have a strong enough effect on students based on gender, especially when other game features are kept constant. Contrary to our predictions, there were no effects of gender identity or condition on learning outcomes, although both masculine-typed and feminine-typed characteristics were negatively associated with learning. Overall, these results point to the value of a multi-dimensional model of gender in assessing learning with a game, the important role learning games can have in reducing math anxiety and evaluation apprehension for girls and students with feminine-typed characteristics, and the nuanced effects of game narratives on experiences with game-based learning.