Encouraging 'active learning' in the large lecture theatre emerges as a credible recommendation for improving university courses, with reports often showing significant improvements in learning outcomes. However, the recommendations are based predominantly on studies undertaken in mechanics. We set out to examine those claims in the thermodynamics module of a large first year physics course with an established technique, called interactive lecture demonstrations (ILDs). The study took place at University of Sydney, where four parallel streams of the thermodynamics module were divided into two streams that experienced the ILDs and two streams that did not. The programme was first implemented in 2011 to gain experience and refine logistical matters and repeated in 2012 with approximately 500 students. A validated survey, the thermal concepts survey, was used as pre-test and post-test to measure learning gains while surveys and interviews provided insights into what the 'active learning' meant from student experiences. We analysed lecture recordings to capture the time devoted to different activities in a lecture, including interactivity. The learning gains were in the 'high gain' range for the ILD streams and 'medium gain' for the other streams. The analysis of the lecture recordings showed that the ILD streams devoted significantly more time to interactivity while surveys and interviews showed that students in the ILD streams were thinking in deep ways. Our study shows that ILDs can make a difference in students' conceptual understanding as well as their experiences, demonstrating the potential value-add that can be provided by investing in active learning to enhance lectures.