This study explored prospective mathematics teachers’ (PMTs’) self-regulated learning (SRL) strategies within the context of their teaching practices. 22 pre-interviews and 22 post-interviews were conducted with the PMTs before and after their 8-class-hour teaching sessions, and each teaching session was observed. The data collection process lasted for one semester. The data were analysed using the SRL framework combined and adapted from Zimmerman's and Pintrich's SRL models. The findings of the pre-interviews, reflecting the forethought phase of the SRL model, revealed that PMTs began with a lesson planning process. This phase included SRL strategies like searching for the related resources, organising the related resources, preparing guiding documents, reviewing the course material before teaching, asking for suggestions and feedback, mental preparation of the planning lesson, and setting goals for the teaching session. Additionally, motivational factors such as self-efficacy and intrinsic interest appeared in the study. Post-interviews, reflecting the self-reflection phase of the SRL model, revealed that PMTs had a self-evaluation and causal attribution process as a final step. Findings showed that PMTs also adapted or sometimes changed their SRL strategies throughout two phases. Contextual issues related to teaching practice also played a substantial role in PMTs’ SRL strategies.