Learning settings in and out of school are increasingly relying on the use of virtual reality applications, such as 360° videos, to make learning an exciting and vivid experience for students. This applies especially to history-learning contexts. Learning with immersive representations of history-related contents requires a critical examination and reflective processing of the learning content. Cognitive strategies, such as organizing and elaborating information correspond with competencies which are assumed to be important for students’ critical examination and reflective processing of history-related content. Research on self-regulated learning (SRL) suggests that the use of cognitive strategies can be promoted through respective SRL trainings. Thus, in the present quasi-experimental study (N = 164), we investigated the effectiveness of a SRL training, which adds to regular instruction on processing history-related learning materials, for students’ use of cognitive strategies when examining immersive history-related 360° videos. Our results show that students who practiced analyzing 360° videos within an explicit SRL training used more cognitive strategies than students who received an implicit SRL training on how to analyze these videos. Further findings suggest that the use of these cognitive strategies probably helped students of the training condition (explicit SRL training) to make less imprecise or trivial analyses and to draw more reflective conclusions than students of the control condition (implicit SRL training). By combining research on SRL and history education, our study may provide a new impulse for empirical research on competence-oriented learning with history-related virtual reality media.