Social, emotional, and behavioral (SEB) skills--also known under labels like soft skills, 21st century skills, or social-emotional skills--are considered key factors for students' success, well-being, and social relationships, among others. However, literature on the topic relied on different frameworks and questionable measurement methods. Additionally, they usually did not integrate skills into classical self-regulated learning (SRL) frameworks. To overcome these limitations, we adopted the new integrative SEB framework and measured SEB skills, along with five SRL factors (academic self-efficacy, SRL strategies, mastery learning goals, growth mindset, and achievement emotions) and three outcomes (i.e., self-reported academic achievement, peer acceptance, and life satisfaction). Participants were 5,075 Italian high school students (M = 18.23 years old; SD = 0.95). Our results show that SEB skills are associated with almost all SRL factors and outcomes, but when considering their specific role (net of other skills and SRL factors), no direct associations with self-reported academic achievement emerge, supporting the hypothesis that SEB skills' effects on academic outcomes might be mainly explained by SRL factors, while specific skills (i.e., social engagement, collaboration, and emotional resilience skills) directly influence non-scholastic outcomes. Our results support the importance of adopting integrative skills frameworks along with SRL frameworks to deeply understand the processes linking skills to outcomes in the student population.