Transnationalisation of social lifeworld(s) entails that traditional approaches of social science increasingly prove inadequate for representing and explaining complex societal phenomena. Against this backdrop, a transnational research programme not only focusses on the empirical differentiation of transnational phenomena, but also on the development as well as testing of innovative methods, methodologies and analytical tools. This paper aims at contributing to theory building and methodological reflexion in educational science: It discusses the concept of transnational capital for the analysis of transnational (educational) biographies. The authors systematise existing theoretical approaches and sound out the potential of a working definition using a student case study. They conclude by suggesting further points for developing a transnational research programme.