This study presents a qualitative investigation of how Muslim Moroccan and Pakistani female immigrants living in Italy conceptualize their cultural identity. Ten Moroccan and 10 Pakistani (adolescent and adult) women were interviewed through in-depth semi-structured interviews. The interviewees expressed a strong attachment to their culture of origin: their religion is a crucial aspect of their identity, along with certain cultural rules and traditional values. At the same time, both Moroccan and Pakistani participants were ambivalent toward and experienced difficulties in developing a connection to the host country, although the two groups exhibit their lack of connection to their host country in different ways: Moroccans’ self-representation is marked by a sense of foreignness and by a lack of an emotional connection with places where they are living while Pakistanis tend to express cultural distance and conflict with the host culture’s values. For both the Moroccan and Pakistani groups, the challenge of integration and biculturalism seems demanding in the Italian context and is marked by a deep feeling of emptiness, a lack of an emotional bond with the new country, and a strong cultural ambivalence. Finally, narrative themes are articulated across four interrelated dimensions (cultural, religious, gendered, spatial), revealing interesting differences based on national origin and generation.