The study investigates the effect of e-learning, blended learning and classroom learning on students' achievement. Two experimental groups together with a control group from Umm Al-Qura University in Saudi Arabia were identified randomly. To assess students' achievement in the different groups, pre- and post-achievement tests were used. The results of the study (N=148) show that there was a statistically significant difference between the three methods in terms of students' achievement favouring the blended learning method (n=55) with a substantial effect size of 1.34 (Hedges' g). No significant difference was found between the e-learning (n=43) and traditional learning groups (n=50) in terms of students' achievement and with a negligible effect size of 0.02.