AbstractThe notion of the rural idyll is well recognised within scholarship. Allied to this imaginary is that rural areas comprise white and homogenous space, with socially conservative values that are exclusionary. In recent decades, studies have identified the arrival of migrants into so‐called New Immigration Destinations, rural spaces with little contemporary experience of immigration, often bringing with them a sense of cosmopolitanism. That research challenges discourses of a fully exclusive rural space, identifying acts of welcoming and hospitality. These acts are often performed in everyday spaces to help create a sense of belonging for new arrivals. Migrants’ sense of belonging to a place is often taken as an indicator of their integration into society. Research has shown that belonging is more than a term used to describe an attachment to place, it also relates to the politics (of belonging) and to notions of identity. We use the specificity of place to examine the intersection of belonging, rurality and ethnicity. Drawing on participatory walks with diverse migrants along Hadrian's Wall in the North of England (celebrating 1900‐year anniversary), we explore the significance of walking as a tool to engage with forced refugees. We do so through the dual perspectives of an art practitioner and a sociologist. The project included collective walks, creative artist lead learning workshops, which lead to a performative protest walk, and a public‐facing art exhibition. The act of walking together blurs boundaries arising from individual status or position, creating a bond from doing a shared activity enabling conversation and friendships to emerge. Through collective walking, we explore the barriers refugees and those in the asylum‐seeking system face in the rural space; and we show how belonging is emotional and relational. Emotional connections can become powerful tools for survival, especially in a cruel immigration system that dehumanises and fails to recognise individuals for who they really are. This is demonstrated in the title of this article ‘We are here our hearts are there’, which comes from one of our participants who deployed the phrase during the artistic performative protest along the Wall.