The present study explores a topic which has been under-studied to date, namely the identity formation of Chinese PhD students in relation to study abroad. Underpinned by Giddens' "reflexive project of the self," which privileges agency and reflexivity, and using a narrative inquiry approach, it presents four students "stories" collected through semi-structured interviews and focus group discussions. In building a picture of the ways in which students' self-identity is shaped by and shapes their experience of study abroad, the stories illustrate individual agency, motivation, self-determination and reflexivity. In doing so, they challenge the essentialised view of Chinese students as a homogeneous and sometimes problematic group and point to implications for action by the host institutions.