The purpose of this thesis was to explore how preschool-aged girls self-regulate when they are challenged by a naturally occurring task or activity within the preschool environment. My work as a graduate research assistant to Dr. Wanda Boyer enabled me access to a large grounded theory study entitled, A Foundational Measure of Early Childhood Self-Regulation, from which participants were chosen. Since I endeavoured to capture a holistic picture of preschool-aged girls’ self-regulation, as they encounter a naturally occurring difficult activity, a multiple case research design, within the qualitative paradigm, was used. In keeping with the qualitative case study tradition, this study utilized multiple data sources such as demographic information, transcriptions of interviews and videotaped observations from the larger study. The results of pattern matching, within-case and cross-case analyses are presented within four central themes: (a) initiating, modulating, and ceasing a difficult task, (b) strategies used across six dimensions of regulation, (c) interactions occurring during the regulation of a difficult task and, (d) the common use of physical strategies. This descriptive thesis concludes with key findings, proposed implications, and suggestions for future research.