The central task for doctoral students, through the process of writing, feedback and revision, is to create a thesis that establishes their scholarly identity by situating themselves and their contribution within a field. This longitudinal study of two first-year doctoral students investigated the relationship between response to supervisor feedback on the thesis proposal and the development of scholarly identity (self-confidence, independence in research thinking, positioning the self in relation to others), through the lens of individual agency (self-assessing work, seeking and critically engaging with others’ feedback in order to clarify research thinking). Data consisted of semi-structured interviews conducted over 3 months, different drafts of the research proposal, and written supervisor comments on the drafts. Narrative analysis and open coding were used to produce in-depth portraits of the individual experiences and perceptions of each participant. There were differences between the two individuals in their growing scholarly identities as regards their agency. The degree of agency exhibited in engaging critically with feedback in relation to self-assessment, and clarifying research thinking appeared linked to the development of the student’s scholarly identity: her sense of confidence, scholarly independence in thinking, and positioning in relation to others. Such confidence and ownership in turn inspired greater agency. Interestingly, differences in the extent to which participants were agentive in relation to feedback appeared influenced by previous experiences with feedback. These results contribute a richer understanding of the relationship between use of supervisor feedback and growing scholarly independence.