In the past years, increasingly restrictive migration policies have pushed many migrants to seek new and more risky migration routes. Many studies have investigated aspects of social protection for migrants from the Global South in industrialized countries of the Global North, with powerful welfare states. Yet, such focus has failed to understand the complexities during the migration process, where people often spend uncertain periods of time in transit countries and the state is frequently absent. In these contexts, social protection is predominantly provided by the third sector (TS) and informal networks both nationally and transnationally. Based on ethnographic fieldwork conducted with African migrants and TS organizations in Mexico, this paper explores the different and often semi‐formal relationships between the TS, the state, and the migrants that result in complex transnational social protection infrastructures to cover the migrants' basic social protection needs.