This chapter critically examines the discourse on “Roma exclusion” in the context of European migration policy, presenting key findings from the case study of Romanian Roma migrants in a city of Wroclaw in Poland. The concept of “Roma exclusion” has come to dominate political discussions about the marginalization of the largest European minority. Placed at the centre of the European Union political agenda it recognized that Roma poverty has multiple and interrelated causes, which require multifaceted policy responses. Nevertheless, while the concept has acquired strategic connotations, by stressing socio-economic processes, it has remained open to different interpretation influenced by political perceptions of Roma identity, migration as well as domestic policy approaches to integration. The pivotal instability in the discourse concerns the question of whether exclusion entitles an individual or a group to seek opportunities through migration and whether receiving countries are obliged to provide necessary support. Building on equality scholarship, this chapter argues that portrayal of Roma as “welfare migrants” who move across Europe exploiting generosity of welfare states, legitimizes hostile public interventions that negate official commitments to the Free Movement principle. The case of Wroclaw has received unprecedented political and media attention and demonstrates that anti-Gypsy discourse is used to mask unwillingness and inability of the state to design and implement coherent migration strategies, reflective of the European principles and recommendations. It also shows that “migration panic” is equally strong in the new EU members, largely unprepared to act as receiving countries.