Among the many arguments against affirmative action discussed in the academic literature, there is one stating that affirmative action fails to target the most marginalised members of a disadvantaged group, and instead it supports the group's most affluent members whose socio-economic position may be comparable to that of the mainstream population. The goal of this article is to test this statement on the case of ethnic Roma in higher education, based on the socio-economic data on Roma students collected by Roma Education Fund. The findings reveal that although Roma students come from better-off environments than the mainstream Roma communities, at the same time they come from more disadvantaged socio-economic backgrounds compared to the mainstream students, and even to the mainstream population. In line with these findings, the author argues that even when affirmative action does not target the most marginalised members of Roma communities, it has a great potential in forming a critical mass of Romani intellectuals armed with the necessary knowledge to become outspoken public advocates for their group's cause, to contradict negative stereotypes associated to their group by giving the example of their own professional path, and to constitute a valuable social capital for their less fortunate peers.