This paper addresses personality psychological determinants of migration behaviour. Using pooled data of two related probability samples (GERPS and SOEP), we examined the association between the Big Five personality traits and the propensity to become internationally mobile. Relying on advanced pre‐processing methods that control for key socio‐demographic and economic determinants, our results show that migration propensity was significantly related to three of the Big Five personality traits. Moreover, we found gender‐specific and cultural differences (based on the language spoken in the destination country) in these relation for some of the Big Five dimensions. These results help to elucidate the process of a migration decision using a personality‐psychological perspective.