There is an emerging body of work analysing the significance of contemporary British migration flows and practices, much of which has consisted of single‐site, in‐depth ethnographies in particular (global) cities. As a result, attention has been directed towards the diversity evident within British migrant ‘communities’, and these studies have tended to emphasise similarities across space and continuities over time in the reproduction of British migrant belonging. In this paper, I assert the importance of comparative analysis of transnational migration in multiple sites to examine the significance of context in the making of migrant belonging. Drawing on preliminary fieldwork from five cities in the Gulf Cooperation Council states of the Persian Gulf, I provide evidence of the place‐specific heterogeneity that has arisen in the discourses of migrant belonging among British transnational migrants. The analysis focuses on three contextual factors that matter most among these particular migrants in these specific cities: firstly, the ratio of migrants to nationals; secondly, the migration history; and, thirdly, the speed and extent of urban transformation. The findings suggest that comparative research is vital in our efforts to understand transnational migrant belonging and that it can be a particularly useful methodological tool in elucidating the emplacement of transnational migrants. Copyright © 2013 John Wiley & Sons, Ltd.