This article argues for a ‘participatory turn’ in migration research – one that incorporates participatory methods as a complementary or principal means for examining transnational migration. We make the case for using participatory appraisal (PA) in migration studies by presenting illustrative examples of how this approach enriched research we conducted in Veracruz, Mexico, on neoliberalism, agrarian transformation and migration. We facilitated workshops with 23 adults, 57 elementary school children and 45 secondary school youths employing a range of participatory ‘tools’ that are highly visual and interactive, including, community histories, diagramming, matrix rankings and ‘photovoice’. We provide concrete examples from this experience to illustrate the potential power of PA in migration research to elucidate the connections between neoliberal rural restructuring and migration, to facilitate fruitful contrast of community typologies and to include underrepresented and marginalised voices such as those of children and youths who are often silent in migration research. Through the workshops we gained grounded, multi‐scalar and diverse understandings of ‘actually existing neoliberalism’ as participants untangled the complex relationships between neoliberal practice, rural and agrarian restructuring, and migration. This allows richer and more nuanced understandings and theorisation of diverse factors shaping migration and its effects across multiple scales, while also empowering local people as co‐producers of knowledge with the possibility of envisaging alternative futures.