This article examines the determinants of return of Senegalese, Ghanaian and Congolese migrants in Europe, and the extent to which their return decisions were linked to reasons and circumstances of their initial migration to Europe. We utilize the retrospective life history data collected by the MAFE Project in Senegal, Ghana and DR Congo and six European countries in order to understand whether and how changing conditions in both origin and destination countries, including policies, affect the migration dynamics between Sub‐Saharan Africa and Europe. The results show how the high cost entailed by this type of transcontinental long distance migration, reinforced by restrictive immigration policies, tend to delay and reduce return in comparison to shorter‐distance moves. In addition, brain circulation and transnational family arrangements seem to be at work and seriously question the dominant approach to admission and circulation policies in Europe.