Doctoral students have higher rates of mental ill health than comparable populations. Contributors include institutional stressors such as competitive fields, uncertain futures and liminal professional identity. This exploratory study drew on social psychology, taking a broad narrative approach, to explore what professional (academic) communities postgraduate researchers (PGRs) identify with, and how these identifications relate to wellbeing. Focus groups were conducted with social science and humanities PGRs in three UK Russell Group universities. PGRs experiences were diverse, but common themes related to ambiguity about their roles as students and researchers; the precariousness of academic careers; commitments to scholarly research; the importance of validation from supervisors and the wider academic community; and the particular challenges when other social roles (e.g. relating to ethnicity or parenthood) align poorly with academic roles. Key conclusions are the importance of validating and supportive research communities that did not necessarily map onto departments or disciplines; meaningful and practically empowering supervisory relationships, which can serve as a buffer against stress and uncertainty; and the relative paucity of ‘postgraduate/doctoral researcher/student’ as a social identity.