The purpose of this study was to explore research supervisors’ beliefs and practices related to supervisory support provided to research students at MPhil and PhD level. This study used a qualitative case study research methodology. The study was delimited to four Social Science departments (related to Education, Psychology, Sociology, and History) in a public university in Pakistan. All supervisors of the selected departments were invited to participate in this study. Through purposive sampling technique, ten research supervisors from the selected departments were recruited as a sample for the study. Lee’s (2008) framework—based on five approaches to supervision related to supervision, namely, functional, enculturation, critical thinking, emancipation, and relationship development—was used to develop a semi-structured interview guide and subsequently analyse the interview data. In-depth interviews were conducted to collect data from the supervisors. Semi-structured interviews were conducted with willing participants at the mutually agreed time and place. All interviews were audio-recorded with the permission of the participants, and the audio recordings were used to transcribe interview data into transcripts. Qualitative content analysis was used to analyse transcripts. Findings show that most of the supervisors’ understanding of the supervisory support were closely related to the five conceptions of supervision. Not all supervisors use all the approaches to supervision. Workshops related to the supervisory support should be arranged using national and international experts in order to make the supervisory practices of supervisors more effective.