The current study seeks to analyze the relationship between learning approaches, self-regulation and performance. Data are gathered from three public European universities, one from the UK (University of Wales Institute, Cardiff) and two from Spain (Universities of Almeria and Granada). Two self-report measurements were used to collect information, the R-SPQ-2F questionnaire and the IATLP Scales. Results indicate that learning approaches are related to self-regulation and to academic performance. Different relationships with learning approaches are obtained depending on the type of performance analyzed (conceptual, procedural, attitudinal), which may account for divergent conclusions in other research studies. New lines of research are proposed based on the conclusions.