Self-leadership can be described as influencing oneself to obtain self-direction and self-motivation has grown to become a very important skill in education, work and personal growth. As the new conditions of learning and work become increasingly digital and hybrid, self-regulation based on self-control, behavioural, cognitive, and motivational strategies has become more critical than ever. Even though its advantages have been widely acknowledged in increasing intrinsic motivation, academic performance, emotional resilience, and work-related adaptability, the available literature is still largely disjointed, being mostly Western-based and cross-sectional in scope. Review and synthesis of recent empirical findings in this paper are used to illustrate the importance of self-leadership in university students and in the Malaysian context where research gaps on cultural and contextual factors still exist. The discussion describes how self-leadership strategies have changed over time, the theoretical backgrounds of these approaches in Social Cognitive Theory and Self-Determination Theory, and the major components of behaviour-focused, natural reward, and constructive thought strategies. It is revealed that the strategies have a beneficial effect on academic performance, decrease procrastination, improve creativity, and promote psychological well-being. But there are still gaps in the areas of culturally modelled models, longitudinal understanding and practical training methods. The paper offers structured frameworks and interventions that can combine both academic success and well-being and promote adopting mixed-methods and context-based research to create a more holistic and sustainable model of self-leadership among both students and practitioners.