Systems, apparatuses, and methods for implementing software control of state sets are disclosed. In one embodiment, a processor includes at least an execution unit and a plurality of state registers. The processor is configured to detect a command to allocate a first state set for storing a first state, wherein the command is generated by software, and wherein the first state specifies values for the plurality of state registers. The command is executed on the execution unit while the processor is in a second state, wherein the second state is different from the first state. The first state set of the processor is allocated with the first state responsive to executing the command on the execution unit. The processor is configured to allocate the first state set for the first state prior to the processor entering the first state.