Self-assessment, in the education framework, is a methodology that motivates students to play an active role in reviewing their performance. It is defined as "the evaluation or judgment of 'the worth' of one's performance and the identification of one's strengths and weaknesses with a view to improving one's learning outcomes". The goal of this research is to study the relationship between self-assessment and the development and improvement of problem-solving skills in Mathematics. In particular, the investigation focuses on how accurate the students' self-evaluations are when compared to external ones, and if (and how) the accuracy in self-assessment changed among the various processes involved in the problem-solving activity. Participants are grade 11 students (in all 182 participants) in school year 2020/2021 who were asked to solve 8 real-world mathematical problems using an Advanced Computing Environment (ACE). Each problem was assessed by a tutor and self-assessed by students themselves, according to a shared rubric with five indicators: Comprehension of the problematic situation, identification of the solving strategy, development of the solving process, argumentation of the chosen strategy, and appropriate and effective use of the ACE. Through a quantitative analysis, students' self-assessment and tutors' assessment were compared; data were cross-checked with students' answers to a questionnaire. The results show a general correlation between tutor assessment and self-assessment, with a tendency of students to underestimate their performance. Moreover, students were more precise in self-assessing in the indicators: Development of the solving process and use of the ACE, while they had major difficulties in self-assessment for the indicators: Comprehension of the problematic situation and argumentation.