Ubiquitously called the “Gypsies” by the societies they were a part of, the understudied Roma communities have historically been stereotyped, discriminated against, and excluded from normative patterns of belonging. The same held true for the late Ottoman Empire, during which the popular saying “half nation” (buçuk millet) epitomized the ethno-religiously liminal status assigned to them. In turn, the Roma negotiated their place in society through petitions to the sultan or the imperial parliament. This paper is concerned with the making and unmaking of identity and belonging, and the governance and negotiation of difference in the late Ottoman Empire. It centralizes the production of Romani ethnic and religious difference––a difference produced and implemented by the Ottoman administration, and resisted and negotiated by the Muslim Roma. In doing so, it aims to, first, demystify the production of Ottoman Romani identity and, second, further reveal the violent process of ethnic and religious boundary-making in the late empire. It also questions the limits of Ottoman confessional demarcation as well as of Ottomanism: the case of the Muslim Roma shows that neither a clear demarcation nor an attempt at unification resolved the confusion of state officials when it came to the question of how to classify the Roma and that this precarity increasingly became a matter of contention beginning in the mid-nineteenth century. The late Ottoman government’s ambivalent treatment of the Muslim Roma and the subsequent Romani demands and complaints have revolved around three major issues: categorization in censuses and description in identity documents; sedentarization and domestic resettlement; and immigration and repatriation. This paper draws especially on the petitions of the Roma and the rulings of the Ministry of Interior and the Ministry of Police found in the Ottoman archives, dated between the 1850s and 1920. It also consults Ottoman parliamentary minutes and proposed legislation such as the 1918 Draft Law of Tribes and Refugees. The debates and decisions these sources involve reveal that the tension between ethnic and confessional identity makes up the precarious space in which the Muslim Roma negotiated their belonging with the state.