Self-regulatory strategy use in study abroad (SA) contexts is important not only because it can help students achieve their language learning goals, but can also impact other individual difference variables that are equally important for academic success. The chapter reports a study that investigated SA students’ self-regulatory strategy use, motivated language learning behaviour, and self-efficacy beliefs. The data were collected online by means of a specially designed instrument (Csizér et al., 2021) from 585 university-level students who were taking part in SA programmes in Europe or had recently completed such programmes. The data were subjected to statistical analyses, including t-tests, one-way ANOVA, cluster analysis, and regression analysis. These analyses demonstrated that although students are mostly motivated in SA and are able and willing to use self-regulatory strategies, only about half of them are simultaneously highly motivated and have high self-efficacy beliefs. In terms of the effects of self-regulatory strategy use, teacher-initiated strategy use is clearly important, although its influence is not always positive. Therefore, it is essential that teachers are trained to help students prepare for and benefit from SA, both during and after the experience.