Roma, Ashkali and Egyptians are three separate recognised ethnicities in Kosovo. The Albanian majority, though, regards all three groups as ‘Gypsies’. Ashkali and Egyptians refer to a Muslim, Albanian speaking though non-Albanian population and distance themselves from the Roma. Both groups construct two different origin narratives: Egypt and Persia respectively. The cultural distinction between the two communities, though, is vague even among members of the groups and elites of Ashkali and Egyptian, who regard the other ethnicity as part of their own. Through critical interpretation of newspaper articles, ego documents and interviews, the article analyses the reasons for identification with one group or another. I argue here that the choice of the ethnonym depends not on cultural differences but rather on exclusion from the majority, regional loyalties, and preference of local or transnational ethnonyms and different strategies for survival in post-war Kosovo.