Psychology meaningfully contributes to the creation of future societies. We first discuss the theory underlying the world-making potential of psychology. We outline the importance of social intelligence as a central process for transformational wisdom to emerge collectively and thereby contribute to the formation of future societies. Next, we apply this theoretical approach to immigration, showing how transformational wisdom can happen through the development of social intelligence used to navigate complex multicultural societies. We use two ethnographic case studies—in Ireland and Denmark—to illustrate how transformational wisdom is collectively achieved, and when scaled up, can lead to more tolerant and harmonious Western liberal democracies.