Kempe was motivated to make a pilgrimage by hearing or reading the English translation of Bridget of Sweden's Revelations. This work promotes the purchase of indulgences at holy sites; these were pieces of paper representing the pardoning by the Church of purgatorial time otherwise owed after death due to sins. Margery Kempe went on many pilgrimages and has been known to have purchased indulgences for friends, enemies, the souls trapped in Purgatory and herself.
In 1413, soon after her father's death, Margery left her husband to take a pilgrimage to the Holy Land. During the winter, she spent thirteen weeks in Venice but she talks little about her observations of Venice in her book. At the time Venice was at "the height of its medieval splendor, rich in commerce and holy relics." From Venice, Kempe travelled to Jerusalem via Ramlah.
Kempe's voyage from Venice to Jerusalem is not a large part of her story overall. It is thought that she passed through Jaffa, which was the usual port for people who were heading inland. One vivid detail that she recalls was her riding on a donkey when she saw Jerusalem for the first time, probably from Nabi Samwil, and that she nearly fell off of the donkey because she was in such shock from the vision in front of her. During her pilgrimage Kempe visited places that she saw to be holy. She was in Jerusalem for three weeks and went to Bethlehem where Christ was born. She visited Mount Zion, which was where she believed Jesus had washed his disciples' feet. Kempe visited the burial places of Jesus, his mother Mary and the cross itself. Finally, she went to the River Jordan and Mount Quarentyne, which was where they believed Jesus had fasted for forty days and Bethany where Martha, Mary and Lazarus had lived.
After she visited the Holy Land, Kempe returned to Italy and stayed in Assisi before going to Rome. Like many other medieval English pilgrims, Kempe resided at the Hospital of Saint Thomas of Canterbury in Rome. During her stay, she visited many churches including San Giovanni in Laterano, Santa Maria Maggiore, Santi Apostoli, San Marcello and St Birgitta's Chapel. She did not leave Rome until Easter of 1415.
When Kempe returned to Norwich, she passed through Middelburg (in today's Netherlands). In 1417, she set off again on pilgrimage to Santiago de Compostela, travelling via Bristol, where she stayed at Henbury with Thomas Peverel, bishop of Worcester. On her return from Spain she visited the shrine of the holy blood at Hailes Abbey, in Gloucestershire, and then went on to Leicester. Kempe recounts several public interrogations during her travels. One followed her arrest by the Mayor of Leicester who accused her, in Latin, of being a "cheap whore, a lying Lollard," and threatened her with prison. After Kempe was able to insist on the right of accusations to be made in English and to defend herself she was briefly cleared, but then brought to trial again by the Abbot, Dean and Mayor, and imprisoned for three weeks. She returned to Lynn some time in 1418.
She visited important sites and religious figures in England, including Philip Repyngdon (the Bishop of Lincoln), Henry Chichele, and Thomas Arundel (both Archbishops of Canterbury. During the 1420s Kempe lived apart from her husband. When he fell ill, however, she returned to Lynn to be his nursemaid. Their son, who lived in Germany, also returned to Lynn with his wife. However, both her son and husband died in 1431. The last section of her book deals with a journey, beginning in April 1433, aiming to travel to Danzig with her daughter-in-law. From Danzig, Kempe visited the Holy Blood of Wilsnack relic. She then travelled to Aachen, and returned to Lynn via Calais, Canterbury and London (where she visited Syon Abbey).