This research explores self-regulated learning behaviors as used by 174 students in higher music education during learning and practice, with the aim of demonstrating the interaction between processes, skills, and beliefs. A three-factor structure was identified within a newly adapted, ten-item Musical Self-regulated Learning Questionnaire, illustrating (1) reflection and frameworks for progress, (2) improvement in and outside of practice, and (3) setting the learning context. The four behaviors in Factor 3 least used by these students were "arranging/imagining rewards/punishments," "rearranging the physical setting," "keeping records of events," and "reviewing records of past events/performances." Significant positive correlations were found between behaviors and self-ratings of musical skills/attributes and with self-efficacy for musical learning. However, there were no significant correlations with self-efficacy for musical performing. Students' perception of the importance of self-regulated learning behaviors, their relationships to skills and beliefs, and implications for learning and teaching are discussed.