This paper outlines an original interactivist–constructivist (I-C) approach to modelling intelligence and learning as a dynamical embodied form of adaptiveness and explores some applications of I-C to understanding the way cognitive learning is realized in the brain. Two key ideas for conceptualizing intelligence within this framework are developed. These are: (1) intelligence is centrally concerned with the capacity for coherent, context-sensitive, self-directed management of interaction; and (2) the primary model for cognitive learning is anticipative skill construction. Self-directedness is a capacity for integrative process modulation which allows a system to “steer” itself through its world by anticipatively matching its own viability requirements to interaction with its environment. Because the adaptive interaction processes required of intelligent systems are too complex for effective action to be prespecified (e.g. genetically) learning is an important component of intelligence. A model of self-directed anticipative learning (SDAL) is formulated based on interactive skill construction, and argued to constitute a central constructivist process involved in cognitive development. SDAL illuminates the capacity of intelligent learners to start with the vague, poorly defined problems typically posed in realistic learning situations and progressively refine them, transforming them into problems with sufficient structure to guide the construction of a solution. Finally, some of the implications of I-C for modelling of the neuronal basis of intelligence and learning are explored; in particular, Quartz and Sejnowski’s recent neural constructivism paradigm, enriched by Montague and Sejnowski’s dopaminergic model of anticipative–predictive neural learning, is assessed as a promising, but incomplete, contribution to this approach. The paper concludes with a fourfold reflection on the divergence in cognitive modelling philosophy between the I-C and the traditional computational information processing approaches.