School discontinuation in Finland is more common among the Finnish Roma than among the population as a whole. We lack knowledge of the perspective of those of the Roma, representing a minority inside a minority, who have left compulsory school without a leaving certificate. Within a study about school experiences of imprisoned early school leavers in Finland we had six participants with a Finnish Roma background, whose experiences of relatedness, and frustration of it, we examine in this paper. We conducted narrative interviews with the participants, applying a co-operative narrative interpretation to the meanings of what was told. After the field process, we interpreted the narrative accounts focusing on experiences of relatedness, and how relationships with people in the school environment affected the participants' sense of belonging together with the people in the school environment. Frustration of relatedness was identified at three levels. Firstly, at a general, life condition level, cultural prejudice manifested itself as a sense of not being accepted and respected as an equal with other people, the situation creating a constant need to cope with outspoken prejudices. Secondly, at a contextual-specific level in the school environment, we identified experiences of being rejected by peers and their parents, as well as some of the teachers. This was linked with a sense of loneliness and detachment from other people in the school environment. Thirdly, at a situational level, the participants described both positive relationships, such as momentary friendships, and negative experiences of being excluded from the peer group. Pathways for further inquiries are discussed.