The paper aims to propose an instrument to identify students' metacognitive strategies in mathematical modelling activities. The items were designed from a review regards metacognition and instruments already recognised in literature. This design comprises an instrument that differs from others in which the data were the self-reported students' use of metacognitive strategies. The instrument we propose is aimed at the teacher and it is he/she who, based on an analytical process, will infer whether the students use metacognitive strategies in modelling activities. An empirical research was realized and five modelling problems were solved by students of a mathematics degree. The analysis addressed the groups actions and the individual behaviour within the group when working on modelling processes. The results allow to conclude working successfully and in a goal-oriented manner on modelling problems requires metacognitive strategies and the instrument seems to be adequate for the teacher to identify these students' strategies.