Feedback can rarely enhance learning unless it is used; however, few studies have examined individual differences in students' engagement with feedback. The present study explored: (1) the extent to which personality variables and achievement goal orientation are associated with students' self-reported use of feedback; and (2) whether beliefs about feedback (utility, accountability, self-efficacy, and volition to implement feedback) mediate these associations. Students aged 16-18 (N = 746) completed self-report measures assessing each of these constructs. Self-reported feedback use was greater among students who scored high in mastery approach goals, performance approach goals, and conscientiousness. Controlling for academic achievement (which correlated weakly with self-reported feedback use), all of these associations were mediated by self-efficacy, and a subset of the associations were also mediated by the perceived utility of feedback and volition to implement feedback. Supporting students to feel competent in using feedback should be a key priority for interventions.