This paper seeks to analyze how training in self-supervised learning using the Moodle virtual platform has an impact on self-supervised learning and the perception of self-regulatory self-efficacy, by comparing two approaches: with and without teaching support. A quasi-experimental design was used, and involved 118 first-year Chilean students from three university courses selected on the basis of the similarity between their objectives and study programs. The training tackles a set of procedures compatible with the formal education context. It requires individual study for half-an-hour every week for 10 weeks. Each session is focused on a specific aspect of study planning strategies, cognitive strategies or metacognitive learning strategies. The results show that training has a positive impact on self-regulated learning, irrespective of teaching support; however, implementation with teaching support increases the perception of self-regulatory self-efficacy.