This study examines the diplomatic behaviour of the Macao Special Administrative Region (MSAR) of China, a special substate region, in its external relations. Based on Macao’s experiences, three major diplomatic types have been conceptualised: intrastate diplomacy with mainland China, substate diplomacy as a part of a wider Chinese national polity and quasi-state diplomacy as an autonomous entity in international affairs. Further empirical evidence is drawn from three case studies on the Closer Economic Partnership Agreement, the Sino-Portuguese Economic Forum and the bilateral relations between Macao and the European Union. The diplomatic behaviour of the MSAR is further characterised in terms of its practices, motivations and strategies. The objective of this study is to contribute both conceptually and empirically to a scholarly understanding of diplomacy by a substate region, in the fields of international relations, comparative federalism and China studies.