COVID-19 has exacerbated the vulnerability of the Roma communities in Europe. However, these communities have a strong sense of resilience, and the role of Roma women must be highlighted since they have historically nurtured solidarity networks even in the most challenging situations. Aim: A particular action organized by a Roma Association of Women is analyzed: the Roma Women Students’ Gathering (RWSG, or gathering). In its 19th edition, this democratic space aimed at tackling the challenges the pandemic has raised and its impact on the Roma communities. Method: The 19th RWSG, which was the first one held online, was inductively analyzed to gain a deeper understanding of the key aspects that the Roma women highlight when they organize themselves. Results: RWSG generates optimal conditions where Roma women identify the challenges affecting their community and, drawing on the dialogues shared, agree on strategies to contest them. RWSG also enhanced solidarity interactions that enabled the conquering of the virtual space, transforming it into an additional space where the Roma could help each other and thus better navigate the uncertainties unleashed by COVID-19. Key features of the Roma culture emerged in these spaces of solidarity, such as protecting the elderly and prioritizing community wellbeing rather than only the individual’s preferences. Conclusions: Roma women play a key role in weaving an organized response to the uncertainty derived from COVID-19, and connecting them to the public sphere, potentially achieving social and political impacts.