Background: This study is part of a larger study entitled “Secondary Students’ Independent Learning” funded by a Competitive Earmarked Research Grant (Number HKIED 8005/03H) of the Research Grants Committee, Hong Kong SAR Government. The original project aimed to establish and validate with empirical data, a conceptual framework of self-directed learning, the characteristics and processes involved and their relations with academic achievement of secondary students. Aims and Keywords: This study aimed to explore the effect of academic aims, goal setting and planning on academic achievement of secondary students. Sample: The sample comprised 14,846 students currently enrolled at Secondary 1 to Secondary 6 (except Secondary 5) from 23 secondary schools in Hong Kong. Methods: Students completed a self-administered questionnaire comprising 4-point Likert items (1: Strongly Disagree, 2: Partly Disagree; 3: Partly Agree, 4: Strongly Agree) on academic aims, goal setting, planning, and other aspects of self-directed learning not included in this study. Each construct was measured by five items. Measurement quality of the scales according to the framework was established using the Winsteps software (version 3.72.3). Based on Rasch scores of the latent variables and standardized scores of Chinese, English and mathematics, structural equation modeling was undertaken using Mplus (version 6). Results: Analyses indicated that academic aims and academic planning both directly predicted academic achievement, with educational aims being the stronger predictor. Academic goal setting indirectly predicted academic achievement via academic planning. Consistency was found both in the structure and in the effects of the predictor across gender and year levels. Conclusion: The study shows that self-directed learning has positive effect on academic achievement of secondary students of both gender and all year levels.