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Bribery relations are a way to cope with the uncertainties of everyday life for many people living in Tanzania. For members of the Tanzanian Indian communities, the uncertainties not only count the faltering bureaucratic systems and a state lacking legitimacy. Being members of a resourceful yet marginalized ethnic group within a nation that has not been willing or able to offer them protection also puts Tanzanian Indian communities in a vulnerable position. Bribery friends, as this article shows, are relations that despite, or perhaps owing to, their uncertain nature create a level of certainty and protection. ‘Playing the game’, meaning to accept and engage in bribery, becomes a way for the Tanzanian Indians to control and claim both distance and belonging to a nation that never really accepted them as true citizens. Investigating the moral economy of bribery among Tanzanian Indians, the article argues that the experiences and logics of bribery help us to get a deeper understanding of Tanzanian Indians’ perception of the state and their role in it, which is, above all, ambiguous.