Smallholder participation in agricultural markets is vital for rural development, yet various constraints impede potential gains. We study the subject and make two contributions. First, we introduce a Bayesian triple-hurdle model as an alternative to the frequentist approach, providing researchers with a flexible approach. Second, we analyze determinants of market participation in Zambia, focusing on maize–a staple crop using a Bayesian triple-hurdle model. We focus on three key decisions: the choice to produce or abstain from maize cultivation, the decision of maize producers to engage in or abstain from maize markets, and the quantity of maize sold by producers participating in maize markets. A Bayesian triple-hurdle model provides researchers with a valuable alternative to frequentist estimation and allows researchers to incorporate prior information and make probabilistic statements as a robust way to quantify uncertainty in their results. Results show that 90% of farmers cultivate maize, but only 51% engage in sales in Zambia. Household, transactional, institutional, and agro-ecological factors determine each decision. We emphasise retaining maize as a strategic crop while incentivizing diversified farming systems to enhance resilience. Recommendations include targeted interventions, such as input packages, training for women and young farmers, timely extension services, and irrigation support.