Self-regulated learning (SRL) includes the cognitive, metacognitive, behavioral, motivational, and emotional/affective aspects of learning. It is, therefore, an extraordinary umbrella under which a considerable number of variables that influence learning (e.g., self-efficacy, volition, cognitive strategies) are studied within a comprehensive and holistic approach. For that reason, SRL has become one of the most important areas of research within educational psychology. In this paper, six models of SRL are analyzed and compared; that is, Zimmerman; Boekaerts; Winne and Hadwin; Pintrich; Efklides; and Hadwin, Järvelä and Miller. First, each model is explored in detail in the following aspects: (a) history and development, (b) description of the model (including the model figures), (c) empirical support, and (d) instruments constructed based on the model. Then, the models are compared in a number of aspects: (a) citations, (b) phases and subprocesses, (c) how they conceptualize (meta)cognition, motivation and emotion, (d) top–down/bottom–up, (e) automaticity, and (f) context. In the discussion, the empirical evidence from the existing SRL meta-analyses is examined and implications for education are extracted. Further, four future lines of research are proposed. The review reaches two main conclusions. First, the SRL models form an integrative and coherent framework from which to conduct research and on which students can be taught to be more strategic and successful. Second, based on the available meta-analytic evidence, there are differential effects of SRL models in light of differences in students’ developmental stages or educational levels. Thus, scholars and teachers need to start applying these differential effects of the SRL models and theories to enhance students’ learning and SRL skills.