Social interaction skills are related to successful academic performance and mental health. One of the key elements of socio-emotional competence is self-regulation. The main aim of this study was to analyze the effect of a self-regulation program at a primary school on the social interactions of neurotypical children and children with special educational needs, from the teachers’ and parents’ perspectives. A pre-post study was conducted. The children (n = 107) followed 10 sessions, each one of 50 minutes, for ten weeks, between January and April 2021. To assess the changes in children’s social interaction, the Peer Social Maturity Scale was administered to the teachers. After the intervention, parents completed a questionnaire designed ad hoc to understand the effectiveness of children’s emotional self-regulation. The results showed a statistically significant improvement in peer interaction skills. The families were satisfied with the program, due to the improvement in their children’s knowledge about their own emotions and those of the other people, and the learning strategies to regulate their emotions. Likewise, parents indicated that it would be necessary to complement the program with teaching and emotional regulation strategies for them. The “Exciting School” program could help improve the social skills of school-aged children.