Objective: Household theory of labour migration assumes that the decision to work in another country is a family's strategy to improve prospects of socio-economic mobility. We inquired into the social cognitive processes associated with this goal by applying model of pathways to socio-economic mobility, but extending the types of causal conceptions related to social mobility that are considered important in the Philippine context. Method: We surveyed 246 Filipino migrant workers in Macau, who answered questions about perceptions of the socio-economic status of their family (before they worked abroad, presently, and 10 years after), socio-economic mobility causal conceptions (merit, luck, faith in God, social networks), and goal-attainment strategies (goal engagement, goal disengagement). Results: Migrant workers expect improved socio-economic status of their families compared to before, and they expect further improvement after 10 years. They endorsed faith in God and meritocracy as important causal factors to mobility. Path analysis indicated two pathways to socio-economic mobility expectations: (1) engagement-promoting pathway—involving faith in God and meritocracy as causal conceptions related to goal engagement, and higher socio-economic mobility expectations and (2) disengagement-promoting pathway—involving luck as causal conception related to goal disengagement, and lower socio-economic mobility expectations. Conclusion: Although working abroad is fraught with uncertainties, Filipino migrant workers aspire for upward socio-economic mobility for their families, which they seek to attain by working hard and persistence, which in turn relate to causal conceptions of mobility that involve controllable factors.