This study has two objectives, first, to develop and validate the “Emotion and Motivation Self-regulation Questionnaire” (EMSR-Q), and second, to analyze (in the context of the questionnaire validation process) the relationships between self-regulation styles (SRS) rooted in goal orientations, and classroom motivational climate (CMC). A total of 664 Secondary Education students from Madrid (Spain) formed the sample of the study. It was divided randomly in two groups to perform confirmatory factor analysis and to cross-validate the results. Both analyses supported a five first-order factor structure, organized around two second-order factors, “Learning self-regulation style” (LSR) and “Avoidance self-regulation style” (ASR): (χ2 /df = 2.71; GFI = .89; IFI = .84; CFI = .84; RMSEA = .07). Hypotheses concerning the relationships between SRS, goal orientations and expectancies are supported by additional correlation and factor analyses. Moreover, several regression analyses supported for the most part of the remaining hypotheses concerning the role of self-regulation styles as predictors of classroom motivational climate (CMC) perception, of change in self-regulation attributed to teacher work, and of students’ satisfaction with this same work. Theoretical and practical implications are discussed.