Stories of Pentecostal conversion and church growth in Roma communities are prolific across Europe but how does conversion impact daily lives in the context of economic hardship and social marginalization? In fact, Roma Pentecostal life stories from Croatia and Serbia reveal both resilience and suffering, and consequently reveal the struggle of lived faith amidst formidable challenges. In what ways, then, has a new Pentecostal identity shifted relationships, thinking, and behaviour? This ethnography explores the ways in which these Roma Pentecostals incorporate their faith in their daily lives through analysing their life stories in conjunction with their socio-cultural contexts and Pentecostal theology.