We are living through cruel and frightening times. How should a progressive policy studies respond? Critique undoubtedly plays a role: the task of exposing the structural conditions, political interests and power asymmetries that lie beneath the ‘prosaic surface’ of policy is an urgent one. But are these primarily deconstructive efforts enough? Can they lead us out of this quagmire, alone? In this article, we argue that something additional – something more generative and hopeful – is also required. In response, we introduce ‘critical utopian policy analysis’ (CUPA) a methodological elaboration of critical policy analysis (CPA) designed to support its use in both deconstructive and reconstructive policy efforts. This approach builds on the theoretical offerings of critical policy analysis, utopianism and prefiguration, to posit a methodological embrace of critique, imagination, enactment and play. It seeks to mobilise a complex nexus of affect – including heartbreak and hope – to motivate and support a range of intellectual undertakings and emancipatory politics.