Self-regulated learning (SRL) represents a necessary fundamental 21st century skill for children and adolescents and is essential for the development of gifted students. This study explored mathematically gifted (MG) junior high school students' SRL capabilities while solving mathematical problems compared to typical achievers (TAs). A sample of 71 ninth-grade students from three junior high schools were divided into two study groups (MG and TA). Participants completed Motivated Strategies for Learning Questionnaires (MSLQ) and a Metacognitive Strategy Usage Questionnaire (MSUQ). In addition, students underwent Think-Aloud Interviews while solving mathematical problems (quadratic function) at two levels of difficulty. The results only revealed significant differences between MG and TA students on the organization subscale of the MSLQ. No differences were found between the study groups in the metacognitive strategies used in the questionnaire. MG students outperformed TA students on the Mathematical Problem-Solving Task and generally used more SRL strategies during the qualitative Think-Aloud Interviews. Moreover, the differences in the between-group effect sizes were higher on the high-difficulty level of the problem-solving task than on the low-difficulty level of the task. The findings constitute a significant milestone in the study of SRL capabilities of MG in junior high school.