The article draws on more than fifteen years of ethnographic experience among Romanian Roma in different local and national contexts and on classical anthropological literature on marriage. Its aim is to highlight the importance of women as individual and collective subjects within marriage, deemed to be as much an alliance as it is conjugality, meaning a significant relation and a space of their own. This is considered in two main domains: (1) the acknowledgement of the value of women as exchange items by women themselves within a “bride-price-like system,” and (2) the role of women as counter-power to the brotherhood-based masculine domination, as played within the purity symbolic order. Last but not least, the article examines how anthropological research focusing on the Roma women’s perspective and subjectivities, whether feminist or not, can contribute to both an understanding of the Roma marriage outside the new public discourse of “sexual democracy” and to a political “sisterhood” position as “we” women against patriarchy and racism.