By limiting Gypsy Travellers’ mobility, the state has restricted their subjectivities and their mobile lifestyles. In this context, Pentecostalism, an egalitarian doctrine based on the privatization of relations with God, creates new spaces for Gypsy Travellers’ self-expression, and further premises for their ethnic and cultural revivalism. Through a symbolic interactionist approach, this paper argues that Gypsy Travellers obtain individual authority through religious reflexivity and performativity. It examines ethnographically the inter- and intra-personal religious conversations among believers in a Gypsy Pentecostal church in Edinburgh, UK. It shows the ways in which Gypsy Travellers use internal dialogues with God and symbolic interactions with significant others in the church as means of self-expression. God is the relational conversational partner and facilitates the believer’s self-mediation. It is the symbolic interface and signifier who can delegate authority to believers or preachers. Through the process of self-mastery, the practitioners of religious reflexivity gain control over themselves and perform authority in front of others. Thus, internal dialogues and symbolic interactions become the important experiential domains of a complex dramaturgy of Gypsy believers’ struggles for individual and collective authority.