Many countries’ curriculum reforms focus on developing the next generations’ competencies of self-directed learning (SDL) to address rapid social changes and sustainable environmental development. Taiwan’s curriculum reform corresponds with the global trend in education. The latest curriculum reform, which proposed a 12-year basic education, was implemented in 2018 and included SDL explicitly in its guidelines. The reformed curriculum guidelines have been followed for over 3  years. Thus, it is necessary to conduct a large-scale survey to examine its impact on Taiwanese students. However, existing research instruments help provide a generalized analysis of SDL and have yet to be designed specifically for SDL of mathematics. Therefore, we developed a mathematics SDL scale (MSDLS) and examined its reliability and validity in this study. Subsequently, MSDLS was utilized to investigate Taiwanese students’ SDL of mathematics. The MSDLS consists of four sub-scales with 50 items. It has acceptable reliability, validity, and measurement invariance across gender and grade groups. The MSDLS was administered online to 5,575 junior high school students, and 5,456 valid responses were collected. The findings highlight the gender and grade differences in SDL of mathematics. Male students are higher than female students in many factors. It is noted that the SDL in mathematics does not increase with grade. In sum, the MSDLS is a helpful instrument for examining secondary school students’ SDL of mathematics.