The main aim of this study is to investigate the nature and strength of the effects of major individual difference dimension on important outcome variables at school including academic performance. First, the concept and terminology of individual difference were explained and the previous studies that used empirical data were reviewed. This reviews evidences on cognitive, affective, and conative differences in relation to research on learning. Usually the focus of individual difference at school has been on cognition. However, many important student aptitude and non-cognitive aspects may better be contributed. This study emphasizes research on affective and conative functions in school learning, including motivation/interest, self-efficacy, achievement goal orientations, and cognitive/learning/thinking styles. It also suggest how researchers can use the evidence and methods of differential psychology to design the individualized teaching and learning environment at school.