Student agency is a key feature in feedback practices. Student feedback agency is generally defined as students' active engagement in the feedback process. Its conceptualisation has evolved from individualistic views, through unidirectional structure-agency perspectives, to more socially oriented approaches. However, this commentary argues that current conceptualisations remain limited, as they often regard student feedback agency as a static, one-way, and context-enabled construct. To address these limitations, we propose a reconceptualisation informed by social cognitive theory. This expanded model is grounded in Bandura's core features of human agency and the principle of triadic reciprocal causation. We reconceptualise student feedback agency as students' proactive engagement with feedback, shaped by the dynamic interplay of three dimensions: personal, behavioural, and environmental. Drawing on this framework, we offer suggestions for future research.