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Historically and geographically, for Romani Diaspora hasa specific meaning that of dispersed under variouscircumstances of marginal status and of powerlessness. It has also connoted anon-going sense of insecurity of Romani Diaspora in terms of politics, religion, culture,language, and customs, so that they have constituted convenient victims and have been subjected to minority status and subjugated in many ways. Establishing a conceptual framework for the Romany Diaspora is itself a complex task. Their Rom language is close to the oldest forms of Indian languages like Sanskrit and its Indo-European ancestors.Another aspect of Romany people which develops to the complexity of understanding the Romany diaspora is the lack of a written history of the Romany people. In general, this lack of a written record has meant that the origin and early history of the Romani people was long amystery. Only in the past two hundred years linguists and cultural anthropologists have properly theorized the Indian origins of the Romany people based on linguistic proof.This kind of different implication and types of the diaspora becomes challenging in defining the Romani Diaspora in the modern era of the world.This paper is an attempt to examine the various ways in which the discourse of Transnational Identity has significant implications for theorizing the Romani Diaspora in a comprehensive way. Besides, thisstudy will also try to find out the origin of the Romani Diaspora as well as the causesof their migration to the hostland.