This article aims to test the statement that affirmative action fails to target the most marginalised members of a disadvantaged group, and instead it supports the group’s most affluent members whose socio-economic position may be comparable to that of the mainstream population. It examines this statement on the case of ethnic Roma in higher education, based on the socio-economic data on Roma students collected by Roma Education Fund. The findings reveal that although Roma students come from better-off environments than the mainstream Roma communities, at the same time they come from more disadvantaged socio-economic backgrounds compared to the mainstream students, and even to the mainstream population.