This study explores how children construct their belonging in culturally diverse early childhood settings in Finland and Iceland. Belonging is understood as a holistic phenomenon that is constructed through various relations. The study is a multiple-case study, influenced by ethnographic approaches, conducted with children in two preschool settings, one in Finland and one in Iceland. The children were invited on walking tours with researchers and tablet computers, and participatory observations were utilised. The findings explore the daily moments in which belonging becomes constructed, involving movements, timing, touch, and play, relationally generated moments between children, and their material relations.