Students in their first year of university face great challenges that may influence their studies and career. In Saudi Arabia, where this study took place, this difficulty might be greater, as Saudi undergraduates’ autonomous learning is open to question. Compared with Westernised literature, Saudi students appear different in terms of self-regulated learning (SRL), self-efficacy (SE), and seeking social assistance (SSA) behaviour. In addition, the existing literature looked into the relationship between SRL, SE, and/or SSA, yet the vast majority did not target Saudi learners. This research aimed to address the aforementioned gaps in this literature by exploring whether Saudi first-years are not yet independent learners because they possess inadequate levels of SRL, SE, and SSA as defined in Westernised contexts. Zimmerman’s Social-Cognitive Model of SRL and Bandura’s Self-Efficacy Theory (SET) were used as theoretical frameworks for this study. This helped in exploring the extent to which these theories are applied to the Saudi students. This mixed methods research followed sequential stages. Eight Teachers, 28 first-years and their family members (25 females) were interviewed face-to-face. Two instruments were used simultaneously: first, the collected data was used to develop a pen-and-paper structured questionnaire which was conducted on a survey sample of students and 2,174 responses were received. Second, an 11-point (11-week) diary task for the 28 students took place and a post-diary task interview with each student was carried out. Eighteen months later, these students were asked follow-up questions. Qualitative data was primarily analysed using thematic analysis to explore the intricacies of meaning within the data; whereas confirmatory factor analysis and then structural equation modelling were used with the quantitative data to investigate the links between the studied elements. It was found that Saudi first-years use a number of SRL strategies, the most common of which are goal-setting and planning. They are keeping records and monitoring, structuring their learning environment, and evaluating themselves as learners. Self-consequences did not appear in the statistical model; however, it appeared in the qualitative themes. Most of the students adopt more SRL than co-regulated learning and socially shared regulation of learning. Regarding SSA, although the students use different types of help-seeking behaviour, instrumental help-seeking was the most adopted type. Instrumental help-seekers create supportive relationships with classmates and friends who have morals. Executive help-seeking and avoid help-seeking were also adopted by some students, and these two related to each other. Concerning SE, although all four SE sources (performance accomplishment, verbal persuasion, vicarious experience, and emotional arousal) appeared in the qualitative data, only the first two were shown in the final structural model. However, other aspects related to SE that emerged from the qualitative data standout in the quantitative model, namely, learning challenges and, in particular, perseverance. In addition, motivation, attribution, outcome expectation, and skills development were clear themes in the qualitative data and were investigated within the statistical models of SRL, SSA, and SE. The last holistic finding revealed that the three main aspects (SRL, SSA, and SE) are related, but instrumental help-seeking has a stronger link with the SE construct than with the SRL one. This research has clear contributions for Saudi undergraduates. For instance, perseverance plays a crucial role in motivating learners to perform better. Instead of having a directional relationship from performance accomplishment toward SRL, it is a possibility to have a reciprocal relationship between the two. The Saudi culture and the Islamic context were reflected in the data, e.g. in the first-years’ perseverance, and in the links between SRL and both goal-setting and planning, and instrumental help-seeking. The study implications were, for instance, to change the system of marks division to be 40 marks of a subject in exams and 60 for other activities such as assignments, as in this way the students will not lose a lot of marks in exams. As English is one of the important challenges for the learners, teaching the language should begin from the first year of school, and students should be encouraged to use English references when conducting research and to give presentations in English. This study also raises future research avenues and questions for future research. It is anticipated that the current findings will guide future efforts by enabling us to better understand SRL, SSA, and SE within the Saudi context.