The inadequacies of residential census geography in capturing urban residents’ routine exposures have motivated efforts to more directly measure residents’ activity spaces. In turn, insights regarding urban activity patterns have been used to motivate alternative residential neighbourhood measurement strategies incorporating dimensions of activity space in the form of egocentric neighbourhoods – measurement approaches that place individuals at the centre of their own residential neighbourhood units. Unexamined, however, is the extent to which the boundaries of residents’ own self-defined residential neighbourhoods compare with census-based and egocentric neighbourhood measurement approaches in aligning with residents’ routine activity locations. We first assess this question, examining whether the boundaries of residents’ self-defined residential neighbourhoods are in closer proximity to the coordinates of a range of activity location types than are the boundaries of their census and egocentric residential neighbourhood measurement approaches. We find little evidence that egocentric or, crucially, self-defined residential neighbourhoods better align with activity locations, suggesting a division in residents’ activity locations and conceptions of their residential neighbourhoods. We then examine opposing hypotheses about how self-defined residential neighbourhoods and census tracts compare in socioeconomic and racial composition. Overall, our findings suggest that residents bound less segregated neighbourhoods than those produced by census geography, but self-defined residential neighbourhoods still reflect a preference towards homophily when considering areas beyond the immediate environment of their residence. These findings underscore the significance of individuals’ conceptions of residential neighbourhoods to understanding and measuring urban social processes such as residential segregation and social disorganisation.