With the trend of student mobility, talented individuals have been pursuing doctoral education opportunities abroad. Prior research addressed specific aspects or challenges of doing a PhD in a cross-cultural context, leaving a need to understand the nature of students' experiences from a holistic perspective. To address the need, this study develops a framework that conceptualises an international doctoral student's research, personal, and social worlds as multi-worlds, highlighting transitions across the worlds that make a difference in student experiences. It also structures the continuous, interactive, and situative nature of study abroad as a three-dimensional space to encompass the multi-worlds and transitions across and over time. Illustrated by one international student's in-depth narrative inquiry, this framework offers both theoretical insights and practical approaches to the comprehensive understanding of PhD abroad experiences.