This study is an investigation of the effect of self-regulation instruction on collegiate wind players’ performance achievement, practice behavior, and self-efficacy. Volunteers (N = 28) were randomly assigned to an experimental condition that included either (a) instruction in the application of practice strategies (slowing, repetition, whole-part-whole, chaining) or (b) instruction in self-regulation principles (concentration, goal-selection, planning, self-evaluation, rest/reflective activity) in addition to the aforementioned strategies. The instruction was delivered via videos across 5 days and consisted of narrative descriptions and aural/visual models of each approach. Recordings of pre-test performances, 20 minutes of practice, and post-test performances were collected at days 1 and 5. Participants provided ratings of self-efficacy beliefs at days 1 and 5. Both groups made significant gains in performance achievement at each day. Those who received the self-regulation instruction made significantly greater gains in performance achievement on day 5 than those in the other group when controlling for gains made on day 1, and chose nuanced (dynamics, articulation, interpretation, etc.) as opposed to basic (e.g. notes, rhythms) musical objectives in their practice sessions with significantly greater frequency.