The main purpose of this research was to investigate the impact of teaching mathematics by way of problem solving on the self-regulation learning of the female first grade high school students. The research method was quasi experimental by using the pretest and posttest along with the control group. The statistical population in this research included all the female first grade high school students in the city of Hamadan, in the school year of 2011-2012 who numbered 4121 people. The sample size was 60 people in this research which was selected through the multi stage cluster random sampling. The data ghatering instrument was the standard 22 question questionnaire for measuring the self –regulated learning strategies by Pantrich and Degoot. The reliability andvalidity of this tool were examined in the previous researches. Pantrich and Degoothave confirmed the reliability and validity of this tool. They reported the reliability as 0.82. Based on their reports, the cognitive strategies and the metacognitive strategies were reported to be 0.83 and 0.74 respectively. Nekooee has reported the reliability of this research as 0.81 using the Cronbach alpha. To analyze the data, the descriptive statistics indices, frequency, average, percentage and standard deviation and the t inferential statistics were applied in the independent groups. Findings of the research revealed that teaching math by way of problem solving will increase the self-regulation learning level of the students, i.e. the students going through the problem solving –based teaching method were found to be highly self –regulated than the students who had not received such a teaching style.