This article explores the role and meaning of auto-formación (self-formation) in the making of feminist, activist identities among Latin American activist women in Madrid, Spain. I argue that auto-formación, a collective process of self-recovery and consciousness-raising that is shared by third world feminists around the world, allows migrant women to convert the painful experience of not belonging into a richly educative space and a conscious political stance that fuels their activism in the public sphere.