Though the importance and benefits of students’ active role in the feedback process have been widely discussed in the literature, an instrument for measuring students’ self-feedback behavior is still lacking. This paper reports the development and validation of the Self-feedback Behavior Scale (SfBS), which comprises three dimensions (seeking, processing, and using feedback). The SfBS items were constructed in line with the self-feedback behavioral model. One thousand two hundred fifty-two high school students (Grade 10 to Grade 12) in mainland China participated in this survey. The exploratory factor analysis revealed a three-factor model reaffirmed in the confirmatory factor analysis. The multi-group CFA supported the measurement invariance of the SfBS across gender. Using the SfBS can help researchers and teachers better understand students’ self-feedback behavior and optimize benefits derived from the self-feedback process.