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Guided by a doctoral socialization framework and social cognitive theory, this exploratory qualitative study examines STEM doctoral students’ metacognitive knowledge and regulatory strategies with respect to research activities. We also investigate the possible gendered nature of students’ self-knowledge, its sources, and regulatory strategies. Results indicate that doctoral students’ self-knowledge pertaining to research activities was largely related to cognition and disciplinary knowledge rather than affective areas, e.g., motivation and emotion. Our results further reveal that women appeared to be influenced by social interaction and support more than men in terms of the development of self-knowledge and use of regulatory strategies. Our study offers novel insights into STEM doctoral students’ metacognitive knowledge and regulation, which are remarkably understudied. Theoretical implications are discussed.