Market vendors are often marginalized in urban spaces—they may be harassed, face threats to their workplace security, or lack opportunities to influence urban policy-making. Associations of market vendors have been identified as a potential means to represent vendors’ interests, offering vendors possibilities to improve their working conditions. Fieldwork has been conducted in 2013, 2016, and 2018 to understand the struggles of market vendors and those of their associations in the Zambian city of Kitwe. The paper explores how both market vendors and their associations are positioned in a “gray space” between legality and illegality, unaware if their existence will be approved or sanctioned by the (local) government. The paper argues that the “gray space” in which many market vendors are positioned is a consequence of a lack of suitable alternative and more secure marketspaces. Associations are considered in relation to the political environment in which they operate and their future existence is particularly threatened by a regulation criminalizing them. Not only has this led to the abolishment of a well-known association, but it has also protected some associations whereas others are sidelined. Findings indicate that “gray spacing” and the accompanied changes in the associations jeopardize market vendors’ efforts to organize more autonomously and have isolated their struggles from attempts to organize all informal economy workers under a Zambian umbrella association.