Marketing Strategy is by its nature difficult for students to grasp. The subject is abstract since the students most often have not yet encountered the ideas, processes and concept in their working life. One way to overcome this difficulty is to deploy active learning. We have in our course Cases in Marketing Strategy made use of the active learning technique of role play in order to make the concepts more fathomable for the students and also through deep learning have the students make them their own. In our experience of role play we have run into some obstacles, such as, reluctance to participate which we will discuss in this paper as well as suggest changes for improvement.