This study questions the role of migration policy changes in France, Italy, and Spain for return migration to Senegal, by analyzing biographic data from the Migration between Africa and Europe (MAFE‐Senegal) survey and the contextual data of the Determinants of International Migration (DEMIG) VISA and DEMIG POLICY databases that cover major changes in migration policies in these destination countries for the different categories of migrants. Event history logistic regressions reveal that Senegalese migrants are less likely to return when the entry restrictions have become tighter. This result suggests that the decision to return depends on the possibility of migrating again after the return, which is crucial for both theory and policy regarding Western democracies' attempts to regulate migration.