This study investigated the psychometric properties of the Self-Directed Learning Scale (SDLS) based on 1760 undergraduate students in Hong Kong. The psychometric evaluation included: (i) factor structure; (ii) internal consistency; (iii) criterion validity and (iv) convergent validity of the scale. While Confirmatory Factor Analysis (CFA) confirmed the uni-dimensionality of the scale, a multi-group CFA supported the structure as invariant across genders. Besides, the Cronbach's alpha result showed that the scale was internally consistent. Moreover, its criterion validity was evidenced by its correlations with the university and public examination results (i.e., GPA, HKALE and HKDSE), students' self-evaluation of social, cognitive and self-growth outcomes as well as their satisfaction of the university experience. The study also extended the nomothetic span of self-directed learning by establishing its relationship with emotional intelligence and the different emotional abilities. The positive relationships between self-directed learning and the different student learning outcomes and emotional abilities were discussed.