The concurrent associations between students' perceptions of cognitive–behavioral and emotional engagement in schools and three factors aligning with the major aims of the school-wide social–emotional learning (SEL) approach (i.e., teacher–student relationships, student–student relationships, and teaching of social and emotional competencies) were examined among 25,896 students across elementary, middle, and high school while controlling statistically for demographic variables. Results indicated that at the student level all three factors were associated significantly with cognitive–behavioral engagement, but at the school level only the teaching of social and emotional competencies was associated significantly with cognitive–behavioral engagement. All three factors were also associated significantly with emotional engagement at both the student and school levels, with teacher–student relationships having the strongest association. Results of moderating analyses revealed that the strength of association of student engagement with teacher–student relationships, student–student relationships, and the teaching of social–emotional competencies varied depending on the types of engagement and students' grade levels. These and other key findings, as well as implications for research and practice, are discussed.