In this study, a linked data-based annotation approach is proposed. A learning system has been developed based on the approach by providing an annotating function, a linked data enrichment function, a sharing function and faceted search function. To evaluate the effectiveness of this innovative approach, an experiment was carried out in which two classes of students participated. The first class served as the experimental group, in which the students learned with the proposed approach, and the second class served as the control group, in which the students learned with the conventional annotation approach. The experiment results show that the experimental group significantly outperformed the control group. Moreover, the cognitive load of the students in the experimental group was significantly lower than the ones in the control group. This implies that the linked data-based annotation approach not only reduced the students' cognitive load, but also improved their learning achievement.