This article reviews relevant literature that addresses the issue of self-regulated online mathematics learning for mathematically gifted students. The definition of self-regulated learning is explored, together with a discussion of its important role in online mathematics education. The evidence strongly supports the value of online learning as a medium for advancing mathematical development not only in gifted students but in all students and at all ages. This mode of engaging with mathematics has a vital role to play in involving students actively in their own learning. The implications for supporting gifted students, including those with learning difficulties, are identified.