This article assesses whether short‐lived jobs (lasting one quarter or less and involuntarily ending in unemployment) are stepping stones to long‐lasting jobs (enduring 1 year or more) for Belgian long‐term unemployed school‐leavers. We proceed in two steps. First, we estimate labour market trajectories in a multi‐spell duration model that incorporates lagged duration and lagged occurrence dependence. Second, in a simulation we find that (fe)male school‐leavers accepting a short‐lived job are, within 2 years, 13.4 (9.5) percentage points more likely to find a long‐lasting job than in the counterfactual in which they reject short‐lived jobs.