This article proposes a new framework of analysis for studying inter-imperial spaces in global history. The analytical construct developed here – that of the inter-imperial microregion – highlights the density of networks and interactions found in certain areas with multiple competing polities. It provides a relational approach to the study of transnational and inter-polity exchanges that challenges traditional imperial narratives and suggests a more direct engagement between global, regional, and local histories. After discussing the theoretical and historiographical implications of this model, the article goes on to look at empirical evidence from the case of the Danish West Indies. It analyses the role that these Caribbean colonies played within the inter-imperial microregion of the Leeward Islands during the century from 1730 to 1830. The case study is structured around three central elements of colonial life – geography, security, and commerce – showing how these created the conditions for a high level of interdependence between colonies of multiple empires in the region.