Language learning strategies have emerged as an important field of inquiry and have generated a massive amount of research output in the field of TESOL and applied linguistics. However, research that explores undergraduate student's language strategy use in two varying learning contexts is scarce. The purpose of this study was to investigate the differences in language learning strategy use and choice between gender and context. In this study, Oxford,1990's SILL questionnaire was administered to 30 Bhutanese undergraduate students. Their responses on six parts of SILL were subjected to mean, standard deviation, independent samples t-test, ANOVA and MANOVA. The results of an independent t-test showed differences between gender in ESL context while no statistical differences were observed between gender in EFL context. Further, ANOVA and MANOVA tests revealed that there were significant differences between the two learning contexts in terms of their language learning strategy use and choice. The study also showed that 'memory' strategy was least used (M=2.88; SD=.63) while social strategy (M=3.30; SD=.51) was the highly favoured strategy by Bhutanese students in general, but to a varying degree. Based on these findings, students studying in Australia seem to have scored relatively higher on the overall strategy use as opposed to their counterparts studying in Bhutan. Thus, the learning context of students can influence language learning strategy choice and their use.