The article explores the potentialities of applying an intersectional perspective to the study of the inequality changing forms and the transformations of normative notions of citizenship in contemporary contexts. It focuses on the negotiations and politics of belonging emerging from migrant women's collective action. The article proposes a critical review of the theoretical and methodological debate on intersectionality, paying special attention to those positions that help advance the connection between agency and structure. It articulates a processual and constructionist perspective as a good analytical tool for studying the negotiations of differences, citizenship and belonging enacted by subjects situated at the margins of the contemporary structure of stratification. The second part of the article discusses the results of two recent ethnographic research projects on migrant women's associations in Andalusia (Spain) and San Francisco Bay Area (US).