Although virtual exchange has been widely discussed during the (post-)pandemic era, how students do reflexivity in this context has yet to be fully explored. This study invites students from Chinese and Finnish universities to think aloud and reflect on their virtual exchanges by presenting them with video clips of their online intercultural encounters. This is referred to as "think-aloud reflexivity" in this study. Grounded in Foucault's (1988) "technologies of the self" and Clark and Dervin's (2014) "multidimensions of reflexivity," the study 1) identifies and analyses moments of think-aloud reflexivity as triggered by the video clips presented to students; and 2) examines how students' reflexivity is constructed. Research findings, based on an analysis of students' speech acts (Austin, 1962), reveal three ways of constructing reflexivity: "evaluating," "clarifying" and "reviewing." Three themes also emerge while doing reflexivity in the study: "self-criticality," "empathizing with others," and "reconceptualizing doing interculturality." Recommendations for international telecollaboration are given based on the findings, inviting scholars and researchers to un-re-think the notion of reflexivity in intercultural communication education.