In this paper we analyse the diet quality aspect of food security of Roma in Romania and reveal a possible cultural (institutional) and economic (marginalization) forces determining their food diet choices. To identify the Roma specificities in their diet quality choices, we compare them to the majority Romanian population as well as with control groups of other non-Roma minorities in order to test the robustness of the results. We employ a modified Blinder-Oaxaca decomposition technique which is often used to estimate mean outcome differences among groups. We use unique Household Budget Survey (HBS) from the Romanian National Institute of Statistics (NIS) covering the period 2004-2011. Our estimations suggest that Roma have inferior diet quality compared to the non-Roma populations. Around one-third of the diet quality gap is explained by the differences in observed socio-economic factors, whereas the remaining part of around two-thirds of the gap is attributed to unobserved factors. Further, the results suggest that the unobserved factors associated with the Roma group have large and significant effect compared to the effect on the majority Romanian population and non-Roma minorities. We argue that the large unexplained component associated with the Roma is caused by the discrimination induced inferior performance of the Roma on the labor market and in particular by their specific informal institutions.