How do children become increasingly self-directed across development, achieving their goals without help from others? How might such developments be impacted by societal changes in how children spend their time? Children's abilities to achieve their goals are supported by developing executive functions (EFs), cognitive processes that predict important life outcomes. Efforts to improve children's EFs have benefitted their externally driven executive functioning, where goals and instructions are provided by others. Less is known about self-directed EF, when children must decide independently what to do and when. We present recent findings demonstrating that children are better at engaging self-directed EF when they have good understanding of options to choose among, and if they spend time in activities that they play a large role in directing. Within this context, we discuss the potential role of opportunities to plan, mind-wander, and play, and present the critical next steps in investigating the influence of changing environments on self-directed EF.