Professional learning is a critical component of ongoing improvement and innovation and the adoption of new practices in the workplace. Professional learning is often achieved through learning embedded in everyday work tasks. However, little is known about how professionals self-regulate their learning through regular work activities. This paper explores how professionals in the finance sector (n-30) self-regulate their learning through day-to-day work. Analysis focuses on three sub-processes of self-regulated learning that have been identified as significant predictors of good self-regulated learning at work. A key characteristic of good self-regulation is viewing learning as a form of long-term, personalised self-improvement. This study provides a foundation for future policy and planning in organisations aiming to encourage self-regulated learning.