We investigated whether finger pointing can be used as a cognitive load self-management strategy when learning from split-attention examples. We expected that pointing would reduce cognitive load and enhance learning performance. In a guided self-management phase, 122 university students studied a split-attention example under three pointing conditions (i.e., no pointing, one-handed pointing, two-handed pointing) or an integrated example without pointing. In the subsequent unguided self-management phase, all students studied a new split-attention example without pointing instructions. Results on retention and comprehension tests and self-ratings of cognitive load after studying each split-attention example revealed no differences between conditions. An exploratory analysis of pointing movements in the unguided self-management phase revealed that participants who frequently pointed outperformed those who barely pointed on the comprehension test in this phase. Our findings provide some suggestive evidence for the effectiveness of pointing as a self-management strategy in the learning from split-attention examples.