Abstract Roma people in Germany pursue different practices in terms of “coming out” with their Roma identity in mainstream German society, with some people concealing their identity for fear of discrimination, others disclosing it openly, and others selectively disclosing it in specific contexts while masking in others. Given the historic marginalization and ongoing discrimination that Roma people experience in Germany, it is puzzling why anyone decides to disclose their identity as Roma within a hostile environment. This article addresses this puzzle by drawing on queer approaches on how coming out can positively affect dealing with minority stress that has been induced by discrimination and bringing it into conversation with the idea of multisystemic resilience, highlighting that identity disclosure can have different effects for resilience in different systems of discrimination and resulting minority stress. Empirically, we draw on data from a participant action research project and identify three main effects that determine why individuals make choices to disclose or mask their identities as Roma: individual learning whereby people learn from past experiences of discrimination and coming out; self‐confidence developed as a result of pride in one's identity; and intergenerational learning whereby people follow the identity disclosure practices of their parents and grandparents.