Undergraduate students tend to struggle with courses offered in abstract fields such a Marketing Strategy, due to a lack of relevant work experience. As a consequence, the topic becomes difficult for students to comprehend. Based on a case study, this paper describes how the integration of the active learning technique of role play is used in an undergraduate course Cases in Marketing Strategy, in order to foster deep learning. Particular emphasis is placed on the seemingly overlooked area of role play progression. The role play setting is tri-sequel with a point of departure in three progressively more complex business cases for which empirical insight is available from three years of offering the course. Contributions include a discussion of progression on several levels within the sequential role play setting, and a role play model is offered as a tool for visualizing and analyzing sequential role play advancement in such courses. The paper is rounded off with recommendations for teachers in higher education that are interested in integrating sequential role play in abstract university courses.