Social participation in out-of-home activities is important for people living with dementia, yet little is known about such participation. The aim of this study was to explore and compare out-of-home participation among people living with dementia in four countries by assessing different types of places of participation visited or no longer visited. A cross-sectional design was used to gather self-reported experiences concerning out-of-home participation among people with mild stage dementia living in Canada (n = 29), Sweden (n = 35), Switzerland (n = 35) and the UK (n = 64). Interviews were conducted using the Participation in ACTivities and places OUTside the Home for older adults (ACT-OUT) instrument. Participants still visited 16 (Median) places out of a possible total of 24, and they had abandoned 5 (Median) places. Neighbourhood was the place most participants still visited, whereas 50% of them had stopped going to a Sports facility, with no significant differences between country samples regarding how many participants had abandoned that place (Fisher’s exact test, p > 0.01). There were significant differences between country samples in the frequency of present participation and abandonment of the Hospital, Dentist’s office, Cemetery, Garden, and Forest (Fisher’s exact test, all p < 0.01). Although the participants still visited a variety of places, they had stopped going to places previously visited, which indicates reductions in participation, posing an inherent risk to well-being. The similarities and differences across samples from the four countries suggest that healthcare services and access to public transport may contribute to the complex interactional process of out-of-home participation for people living with dementia. The findings highlight the need for initiatives targeting specific types of places to support continued participation in society, especially places at a higher risk of abandonment such as places for recreation and physical activity.