The Sense of Agency (SoA) is the experience of controlling one’s movements and their external consequences. Accumulating evidence suggests that freedom to act enhances SoA, while prediction errors are known to reduce it. Here, we investigated if prediction errors related to movement or to the achievement of the goal of the action exert the same influence on SoA during free and cued actions. Participants pressed a freely chosen or cued-colored button, while observing a virtual hand moving in the same or in the opposite direction—i.e., movement-related prediction error—and pressing the selected or a different color—i.e., goal-related prediction error. To investigate implicit and explicit components of SoA, we collected indirect (i.e., Synchrony Judgments) and direct (i.e., Judgments of Causation) measures. We found that participants judged virtual actions as more synchronous when they were free to act. Additionally, movement-related prediction errors reduced both perceived synchrony and judgments of causation, while goal-related prediction errors impaired exclusively the latter. Our results suggest that freedom to act enhances SoA and that movement and goal-related prediction errors lead to an equivalent reduction of SoA in free and cued actions. Our results also show that the influence of freedom to act and goal achievement may be limited, respectively, to implicit and explicit SoA, while movement information may affect both components. These findings provide support to recent theories that view SoA as a multifaceted construct, by showing that different action cues may uniquely influence the feeling of control.