Self-regulated learning has been one of the important areas in educational research. The authors adopted structural equation modeling to explore and compare the impacts of three aspects of self-regulatory climate (i.e., academic emphasis, teacher trust, and student trust) on three features of self-regulated learning (i.e., self-efficacy, intrinsic motive, and self-regulation strategy). The results revealed both direct effects of academic emphasis on students' use of self-regulation strategy, and indirect effects mediated by self-efficacy and intrinsic motive. Teacher trust has a positive impact on self-efficacy. While student trust has a positive impact on intrinsic motive, its relationship with self-regulation strategy is negative. Significant differences in school levels and gender were identified. The findings indicate that students in different cultures may have different expectations for teachers' support in learning, which in turn influence the relationship between student trust in teachers and the use of self-regulation strategy. Implications for cultivating self-regulated learners are discussed in the article.