Rates of aggression and delinquency are assumed to be higher among Roma and other minorities, but sound evidence of this is lacking. Our aim was to assess delinquent and aggressive behavior among Roma and non-Roma adolescents and the effects on ethnic differences of parental education and social desirability. We conducted a cross-sectional study among Roma from separated and segregated settlements in the eastern part of Slovakia (N = 330; M-age = 14.50; interview) and non-Roma adolescents (N = 722; M-age = 14.86; questionnaire). The effect of ethnicity on antisocial behaviors was analyzed using linear regression (crude) and adjusted for gender, parental education, and social desirability. Adjustment for social desirability diminished the ethnic differences in delinquency (B = 1.08; 95% confidence interval [CI] = [2.12, -0.04]), led to an increase in the differences in hostility (B = 2.43; 95% CI = [0.87, 3.99]), and led to the disappearance of differences in physical aggression (B = 0.45; 95% CI = [1.14, 2.07]). Parental education did not affect the associations in an important way. Our findings indicate that Roma are not that much different from non-Roma, in terms of antisocial behavior, which contradicts the general perception of Roma. Our findings should be confirmed in other settings.