Background: College students often do not retain what they learn in Statistics in order to apply it in Experimental Psychology. Self-explanation, that is, elaborating on what one is trying to learn by asking questions, making inferences, etc., improves learning and may improve retention. Objective: The purpose of this study was to determine whether self-explanation was superior to students' usual study methods specifically for learning some basic concepts in statistics, and, if so, if it was similarly useful for retention a semester after the initial learning. Method: We used 199 college students as participants in a randomized, between participant, two-part experiment examining the effects of training by prompting self-explanations as a potential solution to this applied problem. Results: The self-explanations that we elicited improved initial learning and were superior to students' usual study methods, but did not benefit retention. Conclusions: Future research on improving the quality of the self-explanations and training with spaced retrieval practice, in order to benefit retention, is suggested. Teaching Implication: Self-explanation should be implemented for teaching statistics in order to benefit initial learning. However, teachers should explore other methods to accomplish retention.