In the context of internationalization, this longitudinal qualitative study explores the diverse and challenging experiences of Chinese international doctoral students in science, technology, engineering, and mathematics. The endeavor is to identify factors that facilitate or constrain their successful completion of a PhD abroad over time. By incorporating a three-dimensional multi-world conceptual framework that highlights the relationship between an individual's research, personal, and social worlds, this study identified six patterns of congruence or difference across the worlds and the corresponding transitions, illustrated with narratives for each pattern. Evidence shows that congruence of an individual's multi-worlds facilitates, but difference does not necessarily mean constraint when differences are respected, understood, and accommodated. Rather, it is how the transitions are negotiated that is important for the success of transnational and transcultural PhD study. This article contributes a conceptual framework, empirical evidence, and practical implications to the understanding of doctoral study abroad experiences.