Deficits in self-regulatory control (SRC) represent a core characteristic of externalizing (EXT) symptoms (e.g., rule-breaking behavior or aggressive behaviors) in adolescents. This review aims to specify the added value of ecologically valid assessments at a micro-level when examining the associations between SRC and EXT symptoms in adolescents. This systematic review was reported according to the Preferred Reporting Items for Systematic Review and Meta-Analysis (PRISMA) 2020. The search strategy addressed the added value of (1) naturalistic assessment for the understanding of the relationship between (2) SRC and (3) EXT symptoms in (4) adolescents. We conducted comprehensive searches in bibliographic databases. An additional search was conducted in Google Scholar and supplementary studies were identified through backward and forward citation tracking. Twenty-four studies (n = 4071 adolescents) met the inclusion criteria. The methods used to assess naturalistic aspects included the experience sampling method (ecological momentary- or ambulatory assessment) and the time-course approach (i.e., real-time assessment of SRC processes referring to situations approximating real-life experience where SRC are to be engaged such as in frustrating situations). Micro-level ecological assessments, when mapping the intra-individual relationships between SRC processes and EXT symptoms over time in adolescents within their natural context (i.e., real world) of expression in real time, added a finer-grained observation alongside with a higher ecological validity. Micro-level approaches may enhance the understanding of the complex interplay between SRC and EXT symptoms in adolescence, especially in interventional studies, allowing for the acquisition of endpoints with a higher relevance for everyday functioning.