A decade of mobilities research has responded to the key question of how a ‘world on the move’ can and should be studied, including in terms of futures thereby brought into view and possibly shaped into being. What happens, however, if we shift our focus from the ‘world on the move’ to the ‘world on the move’, with all the cosmopolitical diversity this highlights? This paper explores this question regarding the parallel research programme of methodological cosmopolitanism, inspired and instigated by the work of Ulrich Beck. We examine how mobilities research and methodological cosmopolitanism illuminate, support and contrast with each other as paradigms of social science for the twenty-first century. We argue for two major changes in this regard: moving from ‘methods’ as tools for objective knowledge-gathering to partial but directed and knowledge-enabling dialogical interventions; and from ‘data’ as given ‘facts’ to the construction of new, promising boundary-crossing connections. These reorientations resonate strongly also with methodological directions from mobilities research, but in complementary and (productively) different ways. In particular, both relate to a shift of methodological imperatives, specifically regarding dynamic, interactive and power-attentive forms of social knowledge-making or phronesis, a situated practical wisdom. We illustrate these points in brief with insights from our own methodologically cosmopolitan research on key contemporary cosmopolitized issues, undertaken as part of Beck’s ‘cosmopolitan climate change’ (CosmoClimate) project.