Scientific literature has shown that Cooperative Learning can benefit physical, cognitive, and social learning. However, the potential benefits for affective learning are less clear to date. This study examined the relationship between a Cooperative Learning model intervention in physical education and the students' self-perception dimensions. Furthermore, gender differences regarding the study variables were examined as a secondary aim. Thus, a quasi-experimental study was conducted in five primary schools in Spain over a period of 4 months. A final sample of 316 students (40.8% girls) from the fourth, fifth, and sixth grades participated in the study. They were randomly distributed according to previously formed school groups into an intervention group of 196 students (Mage = 9.97 years), who experienced three consecutive Cooperative Learning units, and a control group of 120 students (Mage = 10.32 years), who experienced a traditional teaching approach for the same length of time. Students' perceived dimensions of self-perception were measured using the 'Self-Perception Profile for Children' questionnaire. The results showed that students in the intervention group had significantly higher values for scholastic competence, social acceptance, athletic competence, and general self-worth dimensions after the intervention. Gender differences revealed that girls in the intervention group had significantly higher levels of scholastic competence, social acceptance, athletic competence, behaviour conduct, and general self-worth dimensions than boys after the Cooperative Learning sessions. The findings suggest that an intervention based on Cooperative Learning guided by physical education teachers may be related to several improvements of self-perception among primary school boys and girls.