This article discusses the discursive framing of displacement and legitimacy for Roma migrants living in Germany to explore distinctions between “economic” and “forced” migration. Despite efforts towards their inclusion at the EU level, there has been an escalation in anti‐Roma sentiment across Europe simultaneous with increased transnational mobility. Based on media analysis and ethnographic research spanning 2011 to 2013, the inconsistencies and ironies associated with distinctions between voluntary and forced migration – and the consequences of this distinction for experiences in a host country – are illustrated using three cases. These highlight the range of reactions to Roma as “poverty migrants” (with its a priori assumption about welfare needs) to “bogus” or illegitimate refugees, even when fleeing desperate circumstances. These framings, and the inconsistencies they inherently entail, highlight investment in European identity and citizenship as migrants are defined, categorized, and managed by states seeking to curtail population movements deemed problematic.