The phenomenon of ‘runaway’ migrant contract workers in Asia has attracted considerable media attention. Drawing on a qualitative study in Vietnam and Taiwan, I examine the critical links between the neoliberal governmentality rationalities and technologies, the structural vulnerabilities that they produce, and the migrant worker's ‘technologies of the self’. In so doing, I point out that the ‘manufacturing’ of the ‘ideal’ migrant subject is a multi‐actor and multilayered process that involves not only state and market actors but also the migrants themselves through their internalisation of subordination. I emphasise that illegality is not just a legal status but also a political tool for the state and its proxies to discipline neoliberal subjects and a social image that informs individual practice in the context of transnational labour migration. Copyright © 2016 John Wiley & Sons, Ltd.