European Roma are often associated with social problems and conflicts due to poverty and low formal education. Nevertheless, Roma communities traditionally develop expertise in ethnically specific domains, probably by alternative, informal ways, such as situated learning in communities of practice. Although predictable, empirical evidence of Romani situated learning practice and its socio-cognitive effects is scarce. This qualitative study with quantitative components outlines knowledge domains, social contexts, and the initiation and evolution of situated learning, along with their occurring frequencies, in eighteen biographies of young Romanian Roma students, from which four cases are presented in detail. The study suggests that situated learning is omnipresent in successful Roma learning biographies, and has positive, cognitive and social effects, such as expertise and social skills, which may prevent social exclusion and stigma. The conclusions are relevant for educational research, and for educators and policy makers involved in social work with Roma ethnics.