This study explored the transfer of strategic thinking and self-regulated learning in practice with musicians by observing seven undergraduate music students in practice sessions on both a newly learned instrument and their primary instruments. Students chose how to structure the sessions and they were presented with the music, a pencil, and a piano. The timed, recorded practice sessions included a scale and a short, unseen melodic extract. Questionnaire results showed there to be no differences in self-reported goal-orientation, self-satisfaction, global efficacy, or self-efficacy for the two instruments. Although highly individual, both positive and negative observed behaviours such as verbalization, the approach to the material, and even avoidance of certain elements were consistent in both contexts, supporting the transfer of strategies across instruments. This suggests an opportunity for enhancement and acceleration of progress with carefully directed education and conscious application of self-regulation.