This large-scale cross-sectional study had the aim to investigate whether adolescent males and females differ in self-perceived self-regulation. The large sample size allowed us to investigate sex differences in three age-groups of young (n = 161), middle (n = 133) and late (n = 159) adolescents. Self-regulation was evaluated with a self-report questionnaire, the Amsterdam Executive Functioning Inventory (AEFI). This questionnaire gives a proxi for three executive functions that are important for proper self-regulation: (1) self-control & self-monitoring, (2) attention, and (3) planning & initiative taking. Results revealed clear sex differences in the self-regulation as perceived by mid-adolescents (i.e., 13–16 years). In this age period, females evaluated their attention higher than males, and they reported higher levels of self-control & self-monitoring. Our findings offer important new insights with respect to the decision making, academic achievements and behaviour of 13-16-year olds. Self-regulation is known to have a central role in academic achievement and in behavioural organisation. The sex differences in self-regulation in mid-adolescence may therefore explain part of the difference which males and females in this age-group exhibit in academic achievements and behavioural organisations. The results imply that self-regulation may be a relevant intervention target: rather than focussing on changing behaviour, interventions may focus more on self-insights and thereby changing the adolescent’s perceptions about their behaviour. Increased self-insight may have the potency to actually change behaviour, which might be an interesting target for future investigation.