There is a lack of studies that examine the role of a pedagogical agent on student development in a specific learning situation that involves psychological and cognitive preparatory activities in high school settings. We examined the effectiveness of pedagogical agent (APT) cognitive and affective feedback on learner motivation and well-being. We applied an experimental research design, involving 45 fourth-year high school students, divided in experimental and control groups (APT vs. human tutor). We performed a quantitative analysis to collect and analyse data of students using our APT. APT cognitive feedback had a positive effect on students' motivation for learning by encouraging students' proposals and initiatives and arousing students' interest in the topic. In addition, APT affective feedback fostered an appropriate emotional climate and creative environment for learning by enhancing students' curiosity, creativity and confidence for carrying out the activity, while reducing students' negative emotions such as boredom and anger. This study provided us useful insights about the affective (and cognitive) competencies that a virtual affective pedagogical agent needs to have in order to support students' mental and emotional health throughout a learning situation. Yet, further research is needed to consolidate these findings and make APT more adaptive to different learning situations.