This paper is based on an ethnographic research study with the Xoraxané Romá in Cagliari from 2010 to 2015. The aim is to investigate how the Romá define and recognize themselves despite the constant hetero-identification processes that label them as «different», «nomads» or deviant. This stigma is the result of a process of social construction by which the reaction of others impairs the real identity of Romá: the analysis of begging practices is thus carried out with the aim of understanding how one of the most stigmatised traits of Romani culture could be used by Romá as a process of their identity construction. Observing the everyday life of Romá through ethnography, this paper presents a parallel between stigma and Romá identity. First the article describes the nomad camp as a result of politics of exclusion based on fear of diversity; secondly, it analyses how Romá represent their identity, using and overturning the stigma. Attention will focus on mangel (begging) as an identity construction based on Romá/Gagé (not Romá) opposition. The analysis reports ethnographic accounts of the ways the Romá community accepted me into their group and trained me to enact mangel with them at the Municipal Market in April 2015.