In the Mediterranean climate, a large number of educational buildings suffer from discomfort due mostly to energy-deficient thermal envelopes and a lack of cooling systems. Impending climate change is expected to worsen overheating in classrooms, especially during heatwave periods. Therefore, the protection of window openings to reduce incident solar radiation while maintaining adequate indoor environmental quality must be considered a necessary key focus. The main objective of this research is to assess the influence of an egg-crate shading device on the indoor environmental quality of a classroom in Southern Spain. To do so, two classrooms—with and without this shading device—were simultaneously monitored over a whole year. The implementation of an egg-crate shading device allowed for a significant reduction of the incident solar radiation, both in summer and mid-season (around 45–50%), which objectively slightly conditioned indoor operative temperatures. Given the noticeable influence of the user patterns observed, indoor illuminance was also improved, as the rolling shutters tended to be opened at higher aperture levels.