Many health scholars find that Pierre Bourdieu's theory of practice leaves too little room for individual agency. We contend that, by virtue of its relational, field‐theoretic underpinnings, the idea of leaving room for agency in Bourdieu's theory of practice is misguided. With agency manifested in interactions and social structures consisting of relations built upon relations, the stark distinction between agency and structure inherent to substantialist thinking is undermined, even dissolved, in a relational field‐theoretic context. We also contend that, when treated as relationally bound phenomena, Bourdieu's notions of habitus, doxa, capital and field illuminate creative, adaptive and future‐looking practices. We conclude by discussing difficulties inherent to implementing a relational theory of practice in health promotion and public health.