This study contributes to the existing literature on the unintended effects of migration management programmes beyond migration. By combining a structured literature review with fifteen in‐depth interviews with diplomats, consultants, and researchers – all involved with the European Union Emergency Trust Fund for Africa (EUTF), the largest migration management programme since 2015 – this study examines why policymakers do not always learn from unintended effects. The paper identifies four unintended effects: increased border guard violence; increased organized crime of smugglers and undermined livelihoods; exacerbation of poor governance in recipient countries; and legitimation of governments with limited legitimacy. While officials involved in the EUTF recognize the occurrence of these unintended effects, the EUTF insufficiently addresses these effects. This study analyses the technical, institutional, and ideological limits to learning that prevent migration management instruments such as the EUTF from effectively mitigating unintended effects.