Due to the spread of the epidemic around the world, online learning has received greater attention. Self-regulated learning (SRL) is an important factor for students to achieve academic success. This study investigated the gender differences in SRL and three sub-constructs of SRL in the context of online learning, that is the preparatory, performance, and appraisal phases. A total of 400 high school students (males = 125, females = 275) from China participated in this study. In order to identify whether there were gender differences in their self-regulated online learning (SROL), independent sample t-test was performed. The results showed that there were significant gender differences in the SROL (t = –3.334, p = 0.001 < 0.01, d = –0.410) and the three sub-constructs of SROL (preparatory: t = –0.702, p = 0.008 < 0.01, d = 0.018; performance: t = –3.801, p = 0.000 < 0.01, d = 0.456; appraisal: t = –3.120, p = 0.002 < 0.01, d = 0.361). The findings indicated that females performed better than males in all three dimensions of learners’ online self-regulated learning.