This study investigated the relationships among approaches to learning, regulation of learning, cognitive and attributional strategies, stress, exhaustion, and study success. University students (N = 437) from three faculties filled in a questionnaire concerning their self-reported study behaviour, cognitive strategies, and well-being. Their interrelations were examined in a variable- and a person-oriented way. Latent class clustering was used for clustering students into homogeneous groups. Three groups of students were identified: non-academic, self-directed, and helpless students. Helpless students reported higher levels of stress and exhaustion than non-academic or self-directed students. Self-directed students had the highest GPA. Our findings demonstrate the usefulness of combining cognitive and emotional aspects for investigations of students' learning.