Narratives of adventure constitute a well-established convention of describing travel experiences, yet the significance of this narrative genre in individuals’ accounts of their migration and life abroad has been little investigated. Drawing on Simmel and Bakhtin, among others, this article analyses how Caribbean immigrants in Denmark present themselves through narratives of adventure as travellers of the world eager to experience different cultures and societies. In this way they assert themselves as actors within a global arena in contrast to a Denmark that, like many other nations in the global north, presents itself today as increasingly inward oriented and anxious to protect the local culture and society against foreign intruders. It is suggested that ethnographic analysis of migrants’ narrative self-representation in receiving societies can offer new insights into migrants as acting and reflecting subjects at a time when many societies display growing scepticism towards people on the move.