AbstractA novel approach to implicit residual‐type error estimation in mesh‐free methods and an adaptive refinement strategy are presented. This allows computing upper and lower bounds of the error in energy norm with the ultimate goal of obtaining bounds for outputs of interest. The proposed approach precludes the main drawbacks of standard residual‐type estimators circumventing the need of flux‐equilibration and resulting in a simple implementation that avoids integrals on edges/sides of a domain decomposition (mesh). This is especially interesting for mesh‐free methods. The adaptive strategy proposed leads to a fast convergence of the bounds to the desired precision. Copyright © 2008 John Wiley & Sons, Ltd.