This paper outlines the methodology of DEMIG POLICY, a new database tracking around 6,000 migration policy changes in 45 countries between 1945 and 2014. The article conceptualizes the notion of migration policy change and presents the coding system used to operationalize policy content, changes in policy restrictiveness, as well as the magnitude of policy changes. The paper also discusses the potential of DEMIG POLICY to improve our understanding of the nature, evolution, and effectiveness of migration policies. Besides significantly extending the geographical and historical coverage of existing migration policy databases, DEMIG POLICY also tracks emigration policies in order to overcome the common ‘receiving country bias’ in migration research. By offering key insights into the main features of the largest migration policy database completed to date, this paper hopes to provide useful guidelines to improve future efforts to measure migration policies. Such improvement is crucial given the heated debates on migration policy effectiveness on one hand and the still limited empirical evidence on this issue on the other.