Self-regulation is a process that may affect the degree of peer rejection but may also be determined by the degree of peer rejection, whereby the degree of acceptance/rejection can influence the processes that lead to the strengthening or weakening of self-regulation. In this study, we concentrate on self-regulatory mechanisms (self-regulated behavior and strategies for emotional regulation) in peer-rejected students compared to non-rejected students. With the aid of structural equation modeling, we identified models of self-regulation mechanisms in three groups of students according to their acceptance/rejection. These groups differ in the degree of peer rejection, the structure of the regulation of emotional relations, and the degree of self-regulation behavior. The results suggest that peer-rejected students do not form a monolithic group from the perspective of self-regulation mechanisms, as it is possible to identify diverse structures of relations between the self-regulation mechanisms that probably depend, inter alia, on the degree of peer rejection.