For several decades, research has focused on methods to ensure the effectiveness of feedback, but there is a lack of knowledge about what makes students engage with it. Social constructivists call for research to identify contextual factors that lead to weak engagement with feedback. This paper responds to such a call but using a different framework. It considers feedback to be a social practice and engagement with it as belonging to this practice. With a practice-theoretical approach, it analyses the feedback practice and its educational environment as contexts. Research for this paper was carried out in 2016 as a single case study based on observations, interviews and artefacts in an undergraduate social science programme at a Danish university. It demonstrates that feedback practices are enmeshed in discursive, material and social arrangements that tend to make it difficult to change them and thus difficult to increase the students’ engagement. The paper argues that changing practices is an institutional rather than an individual challenge.