This article examines the economic incentives for Europeans to migrate to the so-called ‘white man’s grave’ of West Africa. Ignorance and coercion have been proposed as explanations for migration to high mortality areas. We use data on the Royal African Company and their European employees on the Gold Coast during the period 1707–1740. We found that the employees received a premium above the wage they would have received in England. Economic reasons might therefore have swayed the decision to migrate. Nevertheless, the wage premium was low in relation to the very high risk of dying. The migrating men either placed a low value on their own lives, or did not understand the risks they were facing.