Self-regulated school learning behavior includes the activation of a relatively large number of psychological dimensions. Among the most important self-regulation constructs that influence school learning are: learning goals, personal self-efficacy, metacognition and test-anxiety. The adaptive functioning of these is associated with high performance at school and advanced learning competency. Previous studies have identified numerous correlations between the above mentioned variables. Thus, different learning goals determine different evolution trajectories. Competency and performance goals can activate cognitive, motivational, affective strategies and differences in performance. Advanced metacognition is linked with high self-efficacy and good learning achievements. Competency goals are good predictors of advanced processing. Competent pupils more frequently use in-depth processing and a high level of critical thinking, being more able to use self-regulated learning in comparison to less competent students. As school years advance, particular constructs show a specific evolution pattern, described in the present study.