The present investigation examines how personal self-regulation (presage variable) and regulatory teaching (process variable of teaching) relate to learning approaches, strategies for coping with stress, and self-regulated learning (process variables of learning) and, finally, how they relate to performance and satisfaction with the learning process (product variables). The objective was to clarify the associative and predictive relations between these variables, as contextualized in two different models that use the presage-process-product paradigm (the Biggs and DEDEPRO models). A total of 1101 university students participated in the study. The design was cross-sectional and retrospective with attributional (or selection) variables, using correlations and structural analysis. The results provide consistent and significant empirical evidence for the relationships hypothesized, incorporating variables that are part of and influence the teaching–learning process in Higher Education. Findings confirm the importance of interactive relationships within the teaching–learning process, where personal self-regulation is assumed to take place in connection with regulatory teaching. Variables that are involved in the relationships validated here reinforce the idea that both personal factors and teaching and learning factors should be taken into consideration when dealing with a formal teaching–learning context at university.