Can the use of Mobile Assisted Language Learning (MALL) applied in Pronunciation Class encourage students’ self-directed language learning? This research explicates students’ engagement with Captioned Videos as a one of the tools of MALL. 20 students were involved in this study, and Narrative Inquiry methods were applied. Students’ reflection diary, questionnaire and interview are used to collect the data. The findings viewed from Garrison’s dimensions of self-directed learning (motivation, self-management and self-monitoring) reveal that captioned videos can sustain students’ motivation to learn pronunciation since the students can find the way how to pronounce words correctly, and at the same time, they learn new vocabularies based on the context of the video. The flexibility to access the videos anytime promotes students to be able to manage their time for learning and selecting the resources based on their interest. Furthermore, by looking deep into the participant’s stories, the findings also generate meaningful implications related to students’ self-monitoring. Captioned videos help the students to integrate the concepts of how to produce English sounds, theoretically, with how to pronounce the words uttered in the videos.