In this article we report 3 experiments demonstrating that a simple booklet containing self-explanation training, designed to focus students' attention on logical relationships within a mathematical proof, can significantly improve their proof comprehension. Experiment 1 demonstrated that students who received the training generated higher quality explanations and performed better (effect size d = 0.950) on a comprehension test. Experiment 2 demonstrated that self-explanation training increased students' cognitive engagement and the frequency with which they moved their attention around a proof. Experiment 3 demonstrated that a 15-minute in-lecture self-study intervention improved students' proof comprehension and that the effect persisted over time. Thus, we argue that transition to proof courses should incorporate self-explanation training.