The article deals with issues of (cultural and ethnic) identity formation and belonging in the case of “second-generation female migrants” from former Yugoslavia in Slovenia. Subjective perceptions, the complexity of identity self-perception and the role of the wider environment (peer group, family) are explored. The article addresses three closely connected yet separate issues: (1) the problematic nature of monoethnic affiliations; (2) the fact that ethnic boundaries do not necessarily coincide with cultural ones; and (3) the complexity of self-perception processes and cultural mixing. The article questions the assumption that cultural assimilation is straightforward in the case of “second-generation migrants”, addresses gender and religion as important factors, and exposes the “in-between” position of “second-generation migrants”.