Based on ethnographic data, the present study examines how being critical has been understood, valued and practiced among students enrolled in international English-as-the-medium-of-instruction (EMI) Master's porgrammes in a top-rated comprehensive university in China. Drawing on the Foucauldian ethico-political axes of self-formation, this article presents three case studies and finds that international and local students form critical selves in diverse ways as influenced by lived experiences of interculturality at personal, institutional and disciplinary levels. The Foucauldian axes enable a holistic understanding of students' formation of critical selves in relation to their past, present and prospective intercultural life trajectories as situated within the social and institutional contexts. It also helps call for a culturally-enriching, self-reflexive approach to critical pedagogy in the context of internationalization of higher education that breaks away from theoretical conceptions of critical thinking as traditionally grounded on essentialist views on cultures and relevant pedagogical norms.