Nowadays, undergraduate students have to change from on-site classroom learning to online learning; hence, building self-managerial skills is essential to their success in online learning. The goal of this study was to investigate the impact of various factors on undergraduate students’ self-managerial skills in online learning. A questionnaire was designed and distributed directly to respondents via the online system, and 1,057 valid responses were collected and evaluated. In this study, the data were analyzed using exploratory factor analysis (EFA) and multiple regression techniques. The current findings revealed that self-appraisal (SA), planning skills (PSSP), organizing skills (PSSO), evaluating skills (PSSE), and interpersonal skills (IPS) had effects on self-managerial skills (SMS) of undergraduate students in Thailand. This study has a benefit for professors or lecturers who must design and build modern online classroom through an online learning management system that enhances the competency of undergraduate students’ self-management skills and prepares them for future careers.