One of the most productive loci for the analysis of the security – morality nexus is the making of security laws and norms which reveals the ways in which the social order is perceived to be under threat. This article argues for a critical examination of the moralities underlying the security paradigm, or else ‘the securitarian moral assemblage’, through the example of how the Roma are targeted by security laws, decrees, and measures in Rome. Moral values underpinning the social order become particularly visible in security laws, as these laws betray that which requires enhanced protection, and what is seen to produce the existential danger that jeopardizes the status quo. Taking a closer look at the practices that are framed as morally dubious and increasingly repressed and controlled helps us make sense of the moral underpinnings that serve the reproduction of a social order presaged upon exacerbated consumption and the production of inequalities. Such an approach goes beyond merely illuminating the dynamics of exclusion grounded in the racialization and discrimination to which the Roma are undoubtedly subjected. It establishes a link between the explosion of security narratives, practices, and measures, and the larger contemporary context of capitalism and the current protracted crisis that it has engendered.