The growing complexity of doing a PhD necessarily demands candidates to robustly exercise their agency in navigating the doctoral journey. However, the conceptualisation of how students use their agency across multiple facets of their studies has yet to receive due scholarly attention. Drawing on the subject-centred sociocultural view on agency, this study analysed life story interviews conducted with 16 doctoral students in Hong Kong. Findings show that participants' agency was manifested both in socially and collectively organised enterprises (proactive engagement in a wide array of developmental opportunities, responsiveness to situational research problems, contestation against unsupportive institutional cultures) and as individual-level strategic perspectives and actions (self-management of everyday emotions, imaginative construction of post-graduation prospects). Concurrently, the results shed light on the inextricable and complex linkages between the enactment of agency and the personal, relational, institutional, and broader higher education conditions delimiting students' lived experiences of candidature. Implications for educational practices and future research beneficial to develop doctoral agency are discussed.