This paper analyses the diet quality aspect of food security of Roma in Romania. We employ a modified Blinder-Oaxaca decomposition technique using Household Budget Survey data for the period 2004-2011. The estimates suggest that Roma have inferior diet diversity compared to the non-Roma. Around one-third of the diet diversity gap is explained by the differences in observed socio-economic factors, whereas the remaining part of the gap is attributed to unobserved factors. We argue that the unexplained component of the diet diversity gap is caused by the discrimination of the Roma on the labour market and by their specific informal institutions.