<p>The social integration and health of migrant older adults are more vulnerable compared to their local counterparts. While previous research has explored the impact of social participation on the quality of life of migrant older adults, the mechanisms driving these effects remain unclear. This study examines this relationship emphasising the mediating role of self-efficacy. Using longitudinal data from the China Health and Retirement Longitudinal Study Waves 3–4, lagged regression and instrumental variable methods were applied. Internal migrants aged 60 and over with valid data in both waves were included as the analytical sample (<i>N</i> = 1,349). The average frequency of community-level social participation and the number of grandchildren were used as instrumental variables. The results showed that social participation generally enhanced the quality of life for migrant older adults, however the effects varied depending on the type of participation. Simple socialising, intellectual activities, and group activities positively affected quality of life, while grandchild caring had a detrimental impact. Self-efficacy mediated the relationship between social participation and quality of life among migrant older adults, mitigating some negative effects of social participation. These findings highlight the importance of expanding opportunities for social participation and boosting self-efficacy through targeted interventions to enhance the well-being of migrant older adults.</p>