As one of the 21st-century skills, self-directed learning (SDL) has received widespread attention and has become an essential research topic in education. In this study, we examined the psychometric properties of the SDL scale (SDLS) (Lounsbury et al., 2009) with a sample of 408 Chinese undergraduates. Previous research on Chinese students has validated SDLS by using confirmatory factor analysis directly assuming SDL as a unidimensional factor as it was tested in Western countries. However, considering the rich connotation of SDL, we applied exploratory factor analysis and further used Rasch analysis based on item response theory to enrich researchers' and practitioners' understanding of its psychometric properties. We found additional and good psychometric evidence of a two-factor structure of SDLS: students' initiative and ability of SDL and their self-concept of SDL. The two factors of SDLS have good internal consistency and positive correlation with formative feedback orientation, showing evidence of its criterion validity.