The study investigated whether self-regulation, self-efficacy, and metacognition can predict achievement goal orientations. There were 153 high school students and 183 college students who participated and surveyed using the self-regulation interview, self-efficacy questionnaire, metacognitive performance assessment, and a goal orientation measure. In the regression model, the high school (early adolescence) and college (late adolescence) students were moderated in the prediction of achievement goals. College students scored higher in all self-regulation subscales (p < .05). Mastery goal is significantly related to all self-regulation subscales and self-efficacy. The contribution of self-efficacy on performance orientation is significantly moderated by high school and college students. High school students with high self-efficacy increase their performance orientation. Self-efficacy and self-regulation strategies such as self-consequencing, organizing, and environmental structuring are important characteristics of mastery–oriented students.