Abstract Aim To describe nursing students’ level of self‐directed learning abilities and identify possible factors related to it at graduation in six European countries. Design A cross‐sectional comparative design across the countries. Methods The study was conducted from February 2018 to September 2019. Nursing students (N = 4,135) from the Czech Republic, Finland, Italy, Portugal, Slovakia and Spain were invited to respond to the research instruments (the Self‐Rating Scale of Self‐Directed Learning and the Nurse Competence Scale) at graduation. The data were analysed using the chi‐square test, Pearson correlation coefficient and the linear model. Results The nursing students’ (N = 1,746) overall self‐directed learning abilities were at high level in all countries. Statistically significant differences occurred between countries. Spanish nursing students reported the highest level of self‐directed learning abilities while students from the Czech Republic reported the lowest. Higher level of self‐directed learning abilities was related to several factors, particularly with the self‐assessed level of competence and country.