Self-directed learning is a fundamental competence for adults living in our modern world, where social contextual conditions are changing rapidly, especially in a digital age. The purpose of the present article is to review key issues concerning self-directed learning in terms of (1) what are the historical foundations of the self-directed learning concept?; (2) who may benefit from self-directed learning?; (3) who is likely to carry it out?; and (4) what does research show regarding outcomes of the self-directed learning process? The author takes into consideration humanistic philosophy, pragmatic philosophy and constructivist epistemology, which together concern a process of learning that is individual, purposeful and developmental. Potentially everyone can benefit from self-directed learning competence, but both societal and individual factors may influence whether self-directed learning is likely to be carried out. The author discusses a number of empirical studies that examine outcomes of the self-directed learning process in informal/non-formal online contexts and in formal educational settings. Research findings highlight the importance of realising the opportunity to foster learners' self-directed learning competence in formal educational settings.