The purpose of this descriptive study was to investigate changes in advanced musicians' self-regulated practice as they worked to acquire mastery of an étude across 2 weeks. Four advanced collegiate violinists recorded themselves practicing an étude in seven practice sessions, each approximately 20 min in length. Data were gathered via questionnaire, practice diaries, behavioral observations, an automated offline score-following program (which documented the measures played during practicing), and stimulated recall interviews in which participants commented on their own practice recordings. Several compelling changes in self-regulation sub-processes pertaining to forethought (goals, plans) and performance (strategies used, material addressed, time spent) self-regulation sub-processes across practice sessions were found. In addition, distinct differences in self-regulated learning tendencies were observed between participants. These results suggested that the participants struggled to implement a self-regulated learning approach, despite being advanced musicians and having much knowledge of practice methods. Suggestions for making practice instruction more explicit are discussed.