Promoting self-explanation (i.e., generating explanations for oneself in an attempt to make sense of new information) is a recommended study strategy and instructional practice. A meta-analysis of the literature on prompting self-explanation to improve mathematics learning confirmed that prompted self-explanation leads to a small to moderate improvement in procedural knowledge, conceptual knowledge and procedural transfer when assessed immediately after the intervention. However, evidence that self-explanation reliably promotes learning within a classroom context or retention of knowledge over a delay is much more limited. Moderator analyses indicated that the effect on immediate outcomes was stronger if scaffolding of high-quality explanation was provided but did not vary based on whether time on task was controlled across conditions. Based on the research literature, we propose instructional recommendations for mathematics educators: (a) scaffold high-quality explanations via training on self-explanation or structuring the self-explanation responses, (b) design explanation prompts so they do not sacrifice attention to other important content, (c) prompt learners to explain correct information, and (d) prompt learners to explain why common misconceptions are incorrect. We conclude with issues for future research, such as the need for additional research on effective use of self-explanation in classroom contexts and the merits of self-explanation relative to alternative instructional techniques.