How do Roma allocate parental investment? In all countries, for older children (aged 25–59 months), Roma mothers invest moderately in their children, helped by allomothers and, to a lesser extent, by fathers. Roma mothers and other caregivers engaged in a form of open-ended play-based learning, which included play and storytelling, with both activities having a number of benefits for child development. The highest maternal direct care was reported by mothers from Bosnia and Herzegovina, followed by Serbia, North Macedonia, Montenegro, and finally, Kosovo. The highest paternal direct care was reported for Roma Montenegrin and Serbian fathers, whereas Roma fathers from Kosovo had the lowest levels of direct care. Allomaternal direct care followed a similar pattern. Child wantedness (for children aged 0–24 months) predicted low weight at birth. Child’s outcome correlated with investment alone. Roma unwanted children face significant deficit in terms of their growth and nutritional outcomes, measured by child’s height for age and weight for age. The effect was aggravated for both height and weight if the child was born a boy with low birth weight to a mother from poorer socioeconomic status and higher parity. Roma mothers may have boosted their postnatal investment into daughters. The compensating strategy of Roma mothers may have resulted from efforts to achieve equality among their children and, ultimately, to improve children’s future outcomes and reproductive success over the long term.