The double exclusion and discrimination of Roma women concerns of all European Roma communities. The reasons for this lie in the issues of ethnic and gender equality issues. Discrimination and exclusion manifests itself in all areas of life. The situation of Roma women is worse than Roma men as well as women worse than mainstream European society. Roma Framework Strategy of the European Union insufficiently focused on their specific situation. Specifically refer to the other documents, but they are not binding, although delimit the future direction of the EU changes. The approach of the EU institutions presents to the Roma women in selected legislative documents allows to create an overall picture of this for which assistance from the EU, they can count on. Its scope covers many important aspects of Romani women. But this is not enough to help to fully remedy their exclusion and discrimination. As a complement to the problems perceived by the EU institutions should also take into account the fact that each external evaluation of cultural policies is always fraught with error transferring your own values. In addition, a major problem is the discrimination faced by Roma women from mainstream society and institutions. Therefore, a significant change and improvement in their situation depends on many factors. Undoubtedly very important are those that are associated with the cultural determinants of the Roma minority. However, do not underestimate the effort which must make the EU’s institutional system and society of Europe to reduce their level of exclusion and discrimination.