The research explores the perceptions of five secondary school students with special education needs (SEN) about their participation in learning, group membership, and agency within an inclusive school in Macau SAR. This goal is achieved by using students’ voices documented in open-ended interviews and is underpinned by the conceptual framework of heutagogy. The aim is to shed light on students’ perceptions on school effectiveness in supporting their needs through successful participation and agentic possibilities. Findings showed that students were more prone to social rejection and being isolated or bullied than their peers. They were struggling to feel included or participate, their needs were only partially being met, and they had few opportunities to exert influence on their educational trajectories. Recommendations are provided to assist educators and schools in enhancing students with SEN to connect to the learning process and community, with the provision of appropriate learning adjustments and more active approaches to ensure their acceptance by mainstream students, including the formation of coaching peers to assist in developing social and academic skills under teacher’s scaffolding practices. This study highlights the contribution of the heutagogical perspective to advance research on the participation and agency of students with SEN in mainstream schools.