Affinity marketing has become an increasingly important means of targeting consumers by capitalising on their goodwill towards a group of which they are either members or identify with as supporters. The 'affinity relationship' between the consumer and the affinity cause or organisation, which underpins affinity marketing initiatives, is an under-researched concept. Drawing on qualitative data the paper explores consumers' perceptions of affinity, the nature of the affinity relationship, and the role of the affinity credit card in affinity relationships.