Background: Research on Roma health is fragmentary as major methodological obstacles often exist. Reliable estimates on vaccination coverage of Roma children at a national level and identification of risk factors for low coverage could play an instrumental role in developing evidence-based policies to promote vaccination in this marginalized population group. Methods: We carried out a national vaccination coverage survey of Roma children. Thirty Roma settlements, stratified by geographical region and settlement type, were included; 7–10 children aged 24–77 months were selected from each settlement using systematic sampling. Information on children’s vaccination coverage was collected from multiple sources. In the analysis we applied weights for each stratum, identified through a consensus process. Results: A total of 251 Roma children participated in the study. A vaccination document was presented for the large majority (86%). We found very low vaccination coverage for all vaccines. In 35–39% of children ‘minimum vaccination’ (DTP3 and IPV2 and MMR1) was administered, while 34–38% had received HepB3 and 31–35% Hib3; no child was vaccinated against tuberculosis in the first year of life. Better living conditions and primary care services close to Roma settlements were associated with higher vaccination indices. Conclusions: Our study showed inadequate vaccination coverage of Roma children in Greece, much lower than that of the non-minority child population. This serious public health challenge should be systematically addressed, or, amid continuing economic recession, the gap may widen. Valid national estimates on important characteristics of the Roma population can contribute to planning inclusion policies.