Self-regulated learning has been a widely researched subject for decades in educational psychology. Different instruments have been developed to understand learners’ self-regulated learning in a specific subject domain. This study developed a measurement scale to assess English-as-a-foreign-language learners’ self-regulatory capacity in English language learning and further examined the effects of gender on English-as-a-foreign-language learners’ self-regulatory capacity. A series of psychometric analyses including exploratory factor analysis, confirmatory factor analysis, and full structural equation modeling were undertaken to answer the research questions raised. The findings suggest that the scale can attain high reliability and strong validity in two different samplings, and the underlying construct of self-regulation in English language learning is shown to be multidimensional with a significant impact by gender. Theoretical and pedagogical implications are further put forward in light of the research findings.