Whether presented as ethnic ‘solidarity’ or ‘segregation’, the idea that migrants’ social world is dominated by tightly-knit, homogeneous, and supportive networks of kin and co-ethnics is common in scholarly and public discourse around migration, particularly for minorities with a history of marginalisation, segregation, and stigmatisation. We test this idea using results from the first survey of personal networks in one of the most stigmatised immigrant minorities in the Western world: Roma migrants in Europe. Analysing data on 119 Romanian Roma migrants in France and their 3,570 social ties, we identify typical structures of personal communities, describe the distribution and association of different dimensions of social support, and estimate multilevel models to identify determinants of support in this population. We find that, even in contexts of strong marginalisation and stigmatisation, the hypotheses of ethnic solidarity, sociodemographic homophily, and network closure are inadequate to explain the way migrants obtain social support. Instead, Romanian Roma in France appear much closer to the model of ‘networked individualism’ and similar to middle classes in Western ethnic majorities, as they strategically maintain diverse and far-flung networks, choose forms of elective belonging in local contexts, and mobilise different social ties for different, specialised types of support.