Although the transnational migration and its impact on families and society has received considerable attention from scholars, still little is known about its effects on the family members who stay in their home country. The aim of this qualitative study was to explore adolescents’ experiences of close relationships in the context of transnational migration. The study was based on in-depth interviews with male and female adolescents whose parents had migrated. For administration of these interviews, a tool consisting of 15 pieces of wood was developed in order to invite participants to represent family members in an expressive modality that could facilitate discussion and decrease tension provoked by parental migration. Thematic analysis showed that adolescents experienced growing up within tri-generational families whose structure and dynamics allow for a sense of stability. In these families, adolescents experience meaningful relationships that are important sources of support to cope with the delicate emotional situation inherent in transnational families. However, the present study also revealed that adolescents experience the relationship with their migrant parents as a recurrent source of distress and emotional ambivalence, leading to a potential perspective on the parent-child separation in the context of transnational migration as an experience of an ambiguous loss.