This article examines an audio recording with a Roma family made by the collector Arvid Andersson in Sweden, in the early 1950s. The aim of this article is to unfold this jointly constructed conversation between the collector and the Roma family members. The analysis of the conversation shows a delicate interplay between the Roma family and the interviewer, and we especially stress the agency of the family in the process of negotiating belonging, challenging a discourse about the Roma as a passive group merely subjected to discrimination and stereotyping. The foreignness of the Roma was continuously stressed, while the Roma opposed being positioned as foreigners and tried to clarify that they did belong in Sweden and contributed to society.