Drawing on the enactive account and the 4E's approach to cognition, we discuss here how both physical play and dance improvisational practice can be seen as (participatory) sense-making processes. In this article, we will specifically focus on children's physical play and dance improvisation since both activities are open-ended, creative and call immediate attention for the kinetic/tactile-kinesthetic dimensions of the body. Dance improvisation is defined here as the creation of movements in the here and now. Children's physical play is defined as playful activities initiated by children that bring the kinetic/tactile-kinesthetic experience to the fore. We will argue that enactivism provides a rich entrance in analyzing children's physical play and dance improvisation. In this article we first give a short introduction into the 4E's approach to cognition, the enactive approach and the concept of participatory sense-making. We then discuss how children's physical play and dance improvisation can be seen as special forms of participatory sense-making on the basis of five themes: decision-making-in-action, kinesthetic pleasure, coordination of action, creative potential and ambiguity. In the final section, we illustrate how the participatory model introduced in this article can be used by the enactive approach to explain higher-level cognitive processes in a broader sense.