A method for enabling and disabling execution of a run-time instrumentation facility on a processor, the method comprising: fetching, by a processor, an instruction for execution by the processor in a lesser privileged state, the instruction one of a run-time instrumentation facility off (RIOFF) instruction and a run-time instrumentation facility on (RION) instruction; based on determining, by the processor, that the run-time instrumentation facility permits execution of the instruction in the lesser-privileged state and that controls associated with the run-time instrumentation facility are valid, executing the instruction, the executing comprising any one of: disabling the run-time instrumentation facility based on the instruction being the RIOFF instruction, the disabling including updating a run-time instrumentation facility state bit in a program status word of the processor to indicate that run-time instrumentation data should not be captured by the processor; and enabling the run-time instrumentation facility based on the instruction being the RION instruction, the enabling including updating the run-time instrumentation facility state bit in the PSW to indicate that run-time instrumentation data should be captured by the processor, and characterized in that the instruction is of a currently executing thread in a multithreaded environment, and in that the PSW is associated with the executing thread, and a state of the run-time instrumentation facility for the executing thread is maintained in the PSW across dispatches of the executing thread. fetching, by a processor, an instruction for execution by the processor in a lesser privileged state, the instruction one of a run-time instrumentation facility off (RIOFF) instruction and a run-time instrumentation facility on (RION) instruction; based on determining, by the processor, that the run-time instrumentation facility permits execution of the instruction in the lesser-privileged state and that controls associated with the run-time instrumentation facility are valid, executing the instruction, the executing comprising any one of: disabling the run-time instrumentation facility based on the instruction being the RIOFF instruction, the disabling including updating a run-time instrumentation facility state bit in a program status word of the processor to indicate that run-time instrumentation data should not be captured by the processor; and enabling the run-time instrumentation facility based on the instruction being the RION instruction, the enabling including updating the run-time instrumentation facility state bit in the PSW to indicate that run-time instrumentation data should be captured by the processor, and characterized in that the instruction is of a currently executing thread in a multithreaded environment, and in that the PSW is associated with the executing thread, and a state of the run-time instrumentation facility for the executing thread is maintained in the PSW across dispatches of the executing thread. disabling the run-time instrumentation facility based on the instruction being the RIOFF instruction, the disabling including updating a run-time instrumentation facility state bit in a program status word of the processor to indicate that run-time instrumentation data should not be captured by the processor; and enabling the run-time instrumentation facility based on the instruction being the RION instruction, the enabling including updating the run-time instrumentation facility state bit in the PSW to indicate that run-time instrumentation data should be captured by the processor, and characterized in that the instruction is of a currently executing thread in a multithreaded environment, and in that the PSW is associated with the executing thread, and a state of the run-time instrumentation facility for the executing thread is maintained in the PSW across dispatches of the executing thread.