This article analyses the study-abroad identity of Central Asian undergraduate students in a Hong Kong university. It draws on the narrative data to explore the intercultural tensions and challenges they faced in the higher education context, as well as the impact of their study-abroad experiences on their identity-making when integrating into the receiving society. Drawing on Herzfeld’s (2005) concept of cultural intimacy, this article explains the students’ limited participation in local Hong Kong communities and their strong connection to the small, diasporic Central Asian network. It also reveals the co-existence of post-Soviet national identities and a cohesive Central Asian identity in the participants’ identity-making processes. Copyright © 2023 Informa UK Limited, trading as Taylor & Francis Group.