Purpose: School leadership is fundamental in efforts to successfully implement school reform and improve student and teacher learning. Although there is an abundant amount of research on school leaders’ formal training, assessment, and practice, little is known about their informal professional learning. In other words, how do school leaders learn at the workplace? To answer this question, we took an interactionist approach and argued that school leadership learning is based on the interplay between the school environment and the person. Specifically, we investigated the effect of school context (learning climate, social support), task (task variation), and the personal factor self-efficacy on both individual (reflection and career awareness) and social (asking for feedback and challenging groupthink) learning activities. Method: A questionnaire was administered among 1,150 school leaders in Dutch secondary education. Structural equation modeling was used to test the proposed relationships between our model variables. Findings: Self-efficacy positively predicted all four learning activities. Task variation positively predicted asking for feedback and reflection. Learning climate positively predicted asking for feedback, reflection, and career awareness. Interestingly, the effect of social support was twofold: It positively predicted social learning, but it negatively predicted individual learning. Finally, self-efficacy was an important mediator in the relationship between school context and professional learning. Conclusions: This study demonstrates how personal, task, and school context factors affect school leaders’ professional learning. These insights help develop tools and conditions for leaders to reflect and discuss on their practice, and to set an example for lifelong learning in schools.