Among different groups of Poles in Brussels there are an estimated twenty thousand Polish migrants performing undocumented work. The presence of homeless Poles in Brussels indicates the vulnerability of some of the European labour migrants. The article is based on fieldwork conducted amongst Polish people sleeping rough in Brussels in 2008 and 2009. Most of the homeless informants were construction workers, who lost their living quarters due to seasonal unemployment, alcohol problems, illness or other incidents. In the article I analyse their narratives using Julian Wolpert's concept of “place utility” to confront the way they talk about their adaptation to the environment with the risks and opportunities they attach to staying in Brussels and their possible return migration to Poland. I present four types of homeless migrants and their different situations and survival strategies. The analysis includes their perception of life in Brussels and Poland. The narratives of most of them seem to share the perception of Poland's lower “anticipated place utility” in comparison with Brussels. The decision not to return to Poland minimizes the perceived risks and uncertainty. It avoids psychological strains, such as feelings of shame, frustration and confronting their families and friends. Living on the streets of Brussels seems “optimal” to them, under the circumstances. This example shows that economically unsuccessful migrations cannot be easily terminated; that the risks and profits are not equally distributed across family members; and that the different rationalities of all the actors and their self‐limitations should also be taken into account. Further studies of homelessness among working immigrants may contribute to a better understanding of some of the migration phenomena.