The inclusive education of the gifted is often met with skepticism. For example, it might be that gifted pupils are either under-challenged or excessive demands are placed on pupils with average abilities--and in the worst case, both. An alternative to handling this problem is presented by self-regulated learning which allows all students in the classroom to learn in line with their ability level and at their own speed. In order to assess whether a training program on self-regulated learning is equally effective for pupils from different ability groups, we conducted a classroom investigation. Fourth-graders attending 16 different classrooms (8 training classes, 8 classes as control group) took part in the investigation. Five-week training was executed during normal mathematics instruction and in conjunction with homework assignments. The effectiveness of the training was examined in a pretest-posttest design. It proved to be effective for a wide array of variables (e.g., self-efficacy, motivation, and performance). The apprehension that pupils of a certain ability group would suffer a disadvantage proved to be unfounded.