Drawing upon qualitative data on Albanians residing in Italy and Greece, this article furnishes new insights into the topic of undeclared migrant construction workers’ agency. It analyses different types of undeclared work through Katz’s theoretical framework that suggests a disaggregated conceptualisation of agency. In so doing, it adds to thinking on the factors shaping fluidity between types of agency and challenges dichotomous views on passive or voluntary participation. The article also highlights that mutual interests between workers and employers enable migrant builders to defy and resist state regulations, despite the impacts of undeclared work on workers and the fact that power dynamics are unequal. Thus, the main contribution the article makes is to suggest a more nuanced understanding of labour agency that may go beyond the conflict between employers and workers. Overall, the article highlights the relevance of this study for different economic sectors, geographical areas and migrant groups.