The article presents the concept of self-regulation which is based on social cognitive theory of self and identity. The study involves the self-integration and specialization of psychological knowledge of subject-activity theory, structural and functional specificity of self-learning of students with developmental delays, improvement of self-interpretation of mental activity of a student in the learning process. In given conditions teaching self-regulation to students with developmental delays is considered as an act of “trial and error” analysis of conditions, the task of understanding the existing knowledge assumptions (hypotheses), thinking and planning meaningful actions and focused management of substantive actions within integrated system of effective actions and operations, including cognitive processes.