Reasoning about sampling distributions is notably challenging for humans. It has been argued that the complexity involved in sampling processes can be facilitated by interactive computer simulations that allow learners to experiment with variables. In the current study, we compared the effects of learning sampling distributions through a simulation-based learning (SBL) versus direct instruction (DI) method. While both conditions resulted in similar improvement in rule learning and graph identification, neither condition improved more distant transfer of concepts. Furthermore, the simulation-based learning method resulted in unintuitive and surprising kinds of misconceptions about how sample size affects estimation of parameters while the direct instruction group used correct intuitive judgments more often. We argue that similar perceptual properties of different sampling processes in the SBL condition overrode learners’ intuitions and led them to make conceptual confusions that they would not typically make. We conclude that conceptually important differences should be grounded in easily interpretable and distinguishable perceptual representations in simulation-based learning methods.