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Study sequence can have a profound influence on learning. In this study we investigated how students decide to sequence their study in a naturalistic context and whether their choices result in improved learning. In the study reported here, 2061 undergraduate students enrolled in an Introductory Psychology course completed an online homework tutorial on measures of central tendency, a topic relevant to an exam that counted towards their grades. One group of students was enabled to choose their own study sequence during the tutorial (Self-Regulated group), while the other group of students studied the same materials in sequences chosen by other students (Yoked group). Students who chose their sequence of study showed a clear tendency to block their study by concept, and this tendency was positively associated with subsequent exam performance. In the Yoked group, study sequence had no effect on exam performance. These results suggest that despite findings that blocked study is maladaptive when assigned by an experimenter, it may actually be adaptive when chosen by the learner in a naturalistic context.