The article is an anthropological analysis of religious conversions among Polish Roma. Through pioneering ethnographic work among transnational Roma communities, the article takes a critical approach to contemporary analysis of religious lives of Roma in Polish scholarship. Following the relational approach of Frederik Barth, Michael Stewart and participatory ethnography of Paloma Gay y Blasco, the article proposes an ethnographically grounded interpretation of new forms of religiosity among Polish Roma emphasizing individual agency, creativity and the so called by Marco Solimene and Stefanii Pontrandolfo flexible epistemologies, through which we can better grasp overall social changes in Poland.