This article addresses dilemmas of agency for feminism through reflections on social psychological research on the role of representations in the construction of identity by Muslim women. Engaging first with Saba Mahmood’s account of religious subjectivities in Politics of Piety (2005), the author argues that feminist research requires a social conception of agency that addresses dialogical dynamics of representation and identity. Drawing on research concerning veiling and identity among Muslim women in the UK and Denmark, the author shows how a social conception of agency may be elaborated through the analysis of how competing representations of gender are negotiated in the self–other encounter. The author argues that a dialogical approach to researching identity in context defies blunt political judgement while shedding light on the intersecting socio-cultural forces and relations of power that engage processes of resistance and re-presentation.