This article examines the emotional dimensions of anti-Roma attitudes in the Czech Republic and argues that these dimensions matter for social policy analysis. Although Roma are frequently positioned at the centre of welfare debates, little is known about how anti-Roma attitudes are lived emotionally by Roma themselves and what this reveals about policy design, implementation, and evaluation. Drawing on seventy-five semi-structured interviews conducted through a Community-Based Social Research approach, the article shows that anti-Roma attitudes generate humiliation, anxiety, fear, vigilance, and mistrust across everyday and institutional settings, while family and community ties remain key sources of resilience, dignity, and belonging. The article argues that these findings are relevant to social policy because they show that policy distributes not only resources and obligations but also recognition, stigma, insecurity, and emotional harm. It concludes that social policy analysis should treat Roma as Feeling Subjects and should evaluate policy not only by formal inclusion goals or activation outcomes, but also by its affective consequences.