Prior research suggests that dimensions of the student--teacher relationship are transactionally associated with students' self-regulation of classroom behavior, an important component of school readiness and success. The current study sought to determine the extent to which associations for student--teacher closeness and conflict with self-regulation (a) vary across kindergarten classrooms and schools and (b) are moderated by individual- (i.e., socioeconomic status, race/ethnicity) and system-level sociodemographic factors (i.e., economic disadvantage level, racial/ethnic composition). These associations were explored using multilevel modeling within a large national, longitudinal dataset including approximately 9990 kindergarteners, 1990 classrooms, and 670 schools. Despite substantial variance in the associations of closeness with self-regulation across classrooms and of conflict with self-regulation across classrooms and schools, results identified no sociodemographic moderators of the relationship--self-regulation associations, suggesting that these factors are universally related and promotive for varying sociodemographic populations; however, results also pointed to several sociodemographic subgroups at increased risk for low relational closeness, high relational conflict, and low self-regulation in the classroom. These findings are discussed in light of issues related to measurement and service delivery in schools.