While studies on feedback in L2 writing have flourished in recent decades, much remains to be discovered about how L2 learners engage with different sources of feedback. To fill this gap, this study examined Chinese tertiary EFL learners' engagement with teacher feedback and peer feedback in their writing. Collecting data from multiple sources, this study investigated and compared how the same group of L2 students engaged with teacher feedback and peer feedback affectively, behaviorally, and cognitively. The results revealed that the learners showed a more complex engagement with peer feedback than they did with teacher feedback. Specifically, while a generally consistent relationship existed among students’ affective, behavioral, and cognitive engagement with teacher feedback, there were both consistency and inconsistency among the three sub-dimensions of student engagement with peer feedback. Some important pedagogical implications are discussed.