Anthropologists have critiqued cultural competence programs in medical settings while introducing mental health clinicians to social theories on culture for practice. We explore how patients articulated narratives about themselves and how clinicians responded to such narratives through an intervention known as the Cultural Formulation Interview that anthropologists have helped develop. We conducted over 500 hours of fieldwork from 2014 to 2019 at an outpatient clinic in New York, analyzing multiple data (participant observation, medical records, patient–clinician sessions, and individual debriefing interviews) in a trial joining clinical and ethnographic methods. Our study enrolled 45 patients and six clinicians, yielding 117 patient–clinician appointments and 98 debriefing interviews. Most patients differed in how they presented their identities through demographic forms and discussed them in sessions with their clinicians. Two‐thirds of the patients drew connections between their personal identities and experiences of mental illness. These results reveal why cultural identities should not be taken for granted in clinical settings.