ABSTRACT Childhood undernutrition affects both physical and cognitive growth and is strongly associated with morbidity and mortality. United Nations’ pledge to ‘leave no one behind’ requires prioritizing policies that address inequalities and reach the most marginalized communities. Yet, undernutrition among Roma children is widely higher than that among children of the majority of the population, particularly in the Western Balkans. In light of this, we explore the determinants of the gap in undernutrition among Roma and non-Roma children in four Western Balkan countries, using several rounds of Multiple Indicator Cluster Surveys data. In the countries considered in this study, the prevalence of undernutrition among Roma children is nearly three times higher than that among non-Roma children. Even after controlling for key socioeconomic and demographic factors, Roma children remain particularly vulnerable to undernutrition. While the probability of stunting decreases in the non-Roma population as age progresses, it remains persistently high at all ages among Roma children. Our findings provide valuable insights for policymakers seeking to develop effective interventions to address the issue of undernutrition among marginalized communities.