Zimmerman's self-regulated learning (SRL) model focusses on how individuals are able to make improvements through a cyclical and systematic method of learning how to adapt to ever-changing environments; however, this model is not widely applied in a physical activity (PA) behaviour change context. As such, this cross-sectional study examined the relationship between six SRL skills (planning, self-monitoring, self-evaluation, reflection, effort and self-efficacy) and PA in 480 Chinese (aged 11-19 years; M = 14.9, SD = 1.8; male = 61.3%) and 411 Scottish (aged 12-16 years; M = 13.8, SD = 1.4; male = 47.9%) adolescents. Moderate-to-vigorous intensity PA was significantly higher for Scottish (M = 48.58, SD = 26.01, p = .0005) compared to Chinese adolescents (M = 31.14, SD = 22.26). All SRL variables significantly explained a small amount of variance in moderate-to-vigorous intensity PA, in both Chinese (Delta R-2 = .021, F(2, 461) = 6.320, p = .005) and Scottish (Delta R-2 = .020, F(2, 376) = 8.427, p = .013) adolescents; and reflection was a significant predictor of PA (Chinese p = .027; Scottish p = .003) in both samples. Despite PA differences, in both groups a similar pattern in the relationship between SRL and PA emerged, as well the importance of reflection in this relationship. It is understood that SRL skills may not necessarily come naturally to adolescents and may require explicit training, therefore, research focussing on the development of these SRL skills alongside PA, with a particular emphasis on reflection, may positively influence adolescent PA behaviour change.