Emerging cognitive control supports increasingly efficient goal-directed behaviors. With age, children are increasingly expected to decide autonomously and with little external aid which goals to attain. However, little is known about how children engage cognitive control in such a self-directed fashion. The present study examined self-directed control development by adapting the voluntary task switching paradigm--the gold standard measure of this control form in adults--for use with 5-6-year-old and 9-10-year-old children. Overall, p(switch) suggested that even younger children can engage self-directed control successfully. However, other measures showed they struggled with task selection. Specifically, compared with older children and adults, they relied more on systematic strategies which reduced the cost of task selection, even when the strategy involved switching more often. Like externally driven control, self-directed control relies critically on task selection processes. These two forms of control likely form a continuum rather than two discrete categories.