Self-efficacy, self-regulation and cooperative learning in Secondary Education Spanish and Portuguese students

International reports show more positive academic and drop-out results in the neighbor Portugal than in Spain, but comparisons should be considered carefully. Data which reflect students’ own perceptions on pedagogical and psychological variables significant for learning are needed. The goal of this study was to compare two similar groups of students in Portugal and Spain in relation to their academic self-efficacy, self-regulated learning, and cooperative learning. An ex post facto research design was followed. A total of 1619 students (816 Portuguese, 795 Spanish) enrolled in 27 different schools in Spain and Portugal participated. Ages varied between 12 and 17 years. The only condition to participate was having experienced cooperative learning in the last six months. The multivariant lineal general model showed significant differences based on country, sex and age. Portuguese students scored significantly higher in interpersonal skills, group processing and positive interdependence, while Spanish students scored higher in individual accountability, academic self-efficacy and self-regulated learning prior, during and after. Women scored significantly higher in all the variables except academic self-efficacy, where there were no differences. Regarding age, as it increases the scores decrease in promotive interaction, academic self-efficacy and self-regulated learning prior, during and after. Finally, the generalized linear model showed that group processing and the three dimensions of self-regulated learning predicted academic self-efficacy. In conclusion, Portuguese students perceived that cooperative learning was more intensely promoted in their classes. The Spanish students showed stronger academic self-efficacy and self-regulated learning, which contradicts the worst results obtained in the latest PISA reports. These students could suffer the “Dunning-Kruger” effect and not be aware of the knowledge they lack.