In European Union policy, Denmark is often referred to as a model country in terms of its flexicurity model and provision of financial support and access to education and training during periods of unemployment, i.e. during transitional phases in a working life. However, in the research on flexicurity and its implications for labour market transitions, little attention has been paid to the views and experiences of the individuals concerned. The aim of this article is to connect the grand narrative with individual narratives about labour market transitions in the Danish flexicurity system. On the basis of narrative interviews with skilled workers, this article explores how labour market transitions are experienced by the individual and the role played by national support structures in the individual narratives. The article shows how, for the individual, a transition may prove to be a valuable learning experience during which radical career decisions are taken, and how support structures may work to the detriment of such learning and of the principles behind flexicurity. The article points to a reconceptualisation of transitions as important learning opportunities during which (more) adequate support structures could be provided.