The aim of this study is to explore doctoral students' (DS) perceptions of social practices that contribute to their well‐being. Utilising social practice theory, specifically the framework of social practices as an interplay of ‘materials’, ‘meanings’ and ‘competences’, we examine which social practices enhance DS well‐being and the contexts in which these practices occur. We employ an auto‐photography methodology. Twelve UK‐based DS took photographs of places that relate to their well‐being and participated in interviews to explain their photos. On completing a three‐stage data analytic procedure, our findings show that DS well‐being is shaped by social practices shared between students and supervisors, where informal settings and the significance of place play a crucial role. We demonstrate that such settings, both on and off campus, act as facilitators for the performance of well‐being‐enhancing practices. Instead of solely attributing DS well‐being to micro‐level individual choices or macro‐level institutional factors, as is often conceptualised, we propose that scholars must focus on the dynamic interplay of social practices that shape DS well‐being. By demonstrating how social practices connect micro‐level experiences with macro‐level structures, we provide a deeper understanding of what shapes well‐being and highlight the essential role of place. Understanding these practices can inform targeted interventions and policies, ultimately enhancing well‐being among doctoral students.