Psychedelic experiences can be highly impactful for people's lives, thought to be underpinned by internal and external factors known as “set” and “setting”. However, there is limited understanding of how different aspects of set and setting across different parts of psychedelic experiences, from before, during, and after consumption. We leveraged reflexive thematic analysis to generate themes of psychedelic experiences before, during, and after naturalistic psychedelic experiences. Using a combined inductive-deductive approach under an experientialist realist framework, we constructed themes present at each of these timepoints. Generated themes were theoretically underpinned by the set and setting framework, which informed the deductive aspect of theme generation. Generated themes prior to experience were 1) subjective knowledge and perception of psychedelics, 2) intention and efforts to mentally prepare, and 3) experiential aids. Created themes during the experience were 1) sensory and cognitive distortions, 2) mindset and affective quality, and 3) environmental stability and support. Experiential impact emerged as the unitary theme following the experience. We outline the importance of these findings for development and reification of integrative practice and harm reduction frameworks.