This study aimed to investigate the effect of goal setting on self-directed learning, achievement motivation, and academic achievement in students. All secondary school students at eighth grade in Semnan city in 2015 constituted the population of the study. From among this population, the number of 40 students with the lowest scores in self-directed learning and achievement motivation was randomly selected as the sample. Then, these students were equally placed in two experimental and control groups. In the next stage, the pretest was administered to both groups and the experimental group received nine training sessions of self-directed learning. It is noteworthy that the control group received no intervention. In this study, pretest-posttest along with control group design was used. Fisher, King & Tague's Self-Directed Learning Readiness Scale and Herman's Questionnaire Measure of Achievement Motivation along with students' grade point average scores (first semester as the pretest and second semester as the posttest) were used for data collection purposes. Next, data analysis was performed using multivariate MANCOVA and univariate ANCOVA. The results showed that teaching of goal setting had a significant effect on the improvement of self-directed learning and achievement motivation; however, it had no significant effect on students' academic achievement. According to the obtained results, it is recommended that goal setting be taught to promote self-directed learning and achievement motivation.