Under a variety of (patho) physiological conditions, leukocytes will leave the bloodstream by crossing the endothelial monolayer that lines the vessels and migrate into the underlying tissues. It is now clear that the process of extravasation involves a range of adhesion molecules on both leukocytes and endothelial cells, as well as extensive intracellular signaling that drives adhesion and chemotaxis on the one hand and controls a transient modulation of endothelial integrity on the other. We review here the current knowledge of the intracellular signaling pathways that are activated in the context of transendothelial migration in leukocytes and in endothelial cells. In leukocytes, polarization of receptors and of the signaling machinery is of key importance to drive adhesion and directional migration. Subsequent adhesion-induced signaling in endothelial cells, mediated by Rho-like GTPases and reactive oxygen species, induces a transient and focal loss of endothelial cell-cell adhesion to allow transmigration of the leukocyte. This review underscores the notion that we have likely just scratched the surface in revealing the complexity of the signaling that controls leukocyte transendothelial migration.