Research Findings: The importance of self-regulation for children's successful academic performance has led to greatly increased interest in this topic in recent years. However, less is known about the interrelations among self-regulatory processes across different contexts. The present study investigated the structure of self-regulation in young children across multiple contexts using a confirmatory factor analysis approach. Moreover, the study examined relations between self-regulation observed in different contexts and emergent vocabulary and math skills. Participants were 150 preschool-aged children from Kosovo, a lower middle-income region in southeastern Europe. The study involved a battery of performance-based measures and informant ratings selected to provide information about self-regulatory processes in various contexts. Tests of the relative fit of alternative models supported a multifactor model of self-regulation across different contexts. Furthermore, results indicated moderate interrelations among self-regulatory processes across different contexts. Self-regulation assessed in a structured one-to-one context was most strongly and uniquely related to emerging academic skills when all measures of self-regulation were included in a single model. Practice or Policy: The study adds to current efforts to understand the skill formation of children in low- and middle-income countries and might lay the groundwork for initiating a campaign in Kosovo focusing on the importance of self-regulation for children's learning and development.