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This study aims to explore the factors that influence PhD students’ well-being from a qualitative perspective and draws on the ecological systems theory as an overarching framework. A total of 48 doctoral students in Hong Kong were divided into 16 focus groups. Based on the ecological systems theory, individual influential factors may embed and interact with all layers of systems surrounding the students that hinder or boost their well-being. With thematic analysis of participants’ responses, the study highlighted several salient factors of PhD students’ well-being, such as coping strategies, social relations, and living and cultural environment. The interactive effect, the COVID-19 pandemic, and social movements were also identified. Findings provide theoretical insights and offer recommendations for improving PhD students’ well-being.