Today, a number of high-profile initiatives across the globe are concrete implementations of the ‘digital sovereignty’ principle: i.e., the idea that states should ‘reaffirm’ their authority over the Internet and the broader digital ecosystem, to protect their citizens, institutions, and businesses from the multiple challenges to their nation’s self-determination in the digital sphere. According to this principle, sovereignty depends on more than supra-national alliances or international legal instruments, military might or trade: it depends on locally owned, controlled and operated innovation ecosystems, able to increase states’ technical and economic independence and autonomy. Presently, digital sovereignty is understood primarily as a legal concept and a set of political discourses. As a consequence, it is predominantly analyzed by political science, international relations and international law. However, the study of digital sovereignty as a set of infrastructures and socio-material practices has been comparatively neglected. This article explores how the concept of digital sovereignty can be studied via the infrastructure-embedded ‘situated practices’ of various political and economic projects which aim to establish autonomous digital infrastructures in a hyperconnected world. Although the article focuses primarily on outlining the agenda for a wider and comparative research program, I will place a specific focus on Russia, subject of an ongoing research project, as a pilot case.