Building a sense of community (SoC) is an important process in the success of distance education and students' retention. However, developing a community in online learning environments is not an easy task. The purpose of this research study is to explore perceptions of graduate students on SoC and learning after using different collaborative activities with diverse forms of interaction (text, audio, and video) in an online educational research course. Quantitative data from two surveys and qualitative data from individual interviews were collected. Findings indicate that multimodal and scaffolding interactive activities help to support connectedness and learning, and therefore foster online graduate students' sense of community. The results of this study add to the literature with regard to instructional strategies used to support the development of online sense of community.