What is the difference between the terms ‘Roma’, ‘gypsies’, ‘nomads’ and ‘Travellers’? These are a few of the names that are used to refer to the Roma minority in scholarly research, political speeches and the media. Most of the Romani studies literature on Roma labels and the state's categorisation underscores how these often derogatory denominations reflect the widespread stigmatisation of these people and, in turn, perpetuate regimes of exclusion and segregation. However, this literature implicitly conceives of language as purely functional to exclusion, overlooking the ways in which the construction and use of these labels have also created the conditions for the emergence of practices of resistance. This limitation is mainly due to the fact that these works follow a Foucauldian approach, which tends to overemphasise the importance of dominant discourses subjecting the individual, and to downplay the presence of generative and creative practices. I suggest integrating this approach with the notion of ‘assemblage’ as developed by Deleuze and Guattari, which entails both ordering and territorialising dynamics together with destabilising moves. By adopting this lens, the paper discusses the effects of two different Roma naming assemblages: on the one hand, the glossary published by the Council of Europe (CoE) that carefully defines and differentiates all the terms used for the Roma, and, on the other, the French and Italian governments' discourses that ambiguously lump together all these different denominations. Although at first sight it may appear that the latter bolsters discriminatory and segregating policies, while the former supports more inclusionary measures, by drawing on policy‐documents analysis and in‐depth interviews with pro‐Roma advocacy group members, I show that both these naming assemblages actually produce exclusionary as well as resisting effects.