This paper explores the sense of place and belonging among refugees settled in small towns in Denmark and the role local, rural communities can play in encouraging it. The entry point for creating a sense of place and belonging is rooted in their new everyday lives, the extent to which, and in what form, this is linked to the new small town in which they live, and to what factors might inhibit or promote these links and sense of belonging. The paper is based on 43 interviews conducted in 2016/2017 with refugees and members of local communities in seven small towns, as well as other key formal stakeholders. The results show that several structural factors can have a detrimental effect on the sense of belonging in a small town; for example, a lack of cheap rented accommodation, combined with a busy everyday life, affording little free time to spend in the town, and the fact that the refugees are often originally from cities and would have preferred to be settled in one. They are uncertain how to behave in a small-town setting and make the most of it. Their links to the local community are via social relations with other migrants and committed local volunteers. Volunteers can play an important role in helping refugees navigate their new everyday life and help them counter many of the problems of living in an unfamiliar and rural environment. If refugees are to settle permanently in these communities, structural challenges such as the lack of rental accommodation must be addressed; something that local communities cannot do on their own.