The integration of Agile development and user experience (UX) has received significant attention over the past decade. The literature contains several process models and wide-ranging discussion about the benefits and challenges of this integration. However, academia has given this integration short shrift. In fact, there are very few publications covering educational courses dealing with Agile development and UX. In this paper, we report on our experience of designing and running a graduate software engineering course that covers the integration of Lean UX into Scrum and employs gamification to improve student engagement. We identified six lessons learned that point to important aspects to be considered when integrating Agile development and UX in academia. For example, we discuss the complexity of managing Lean UX activities in short sprints or how the design of a testable and tactical hypothesis can be one of the most challenging aspects of the Lean UX process. These lessons may also be applicable to industrial contexts.