How do undocumented young people establish a sense of belonging when they are afraid to disclose their migratory status? And when they could be separated from the persons they love and care for? Drawing on ethnographic fieldwork conducted in Canada, this article explores how illegality shapes youth’s belonging. It argues that the experiences of undocumented youth, as well as the attitudes of the state towards them, must be understood as forms of “structural ambivalence.” On the one hand, I show how marginality is reproduced not only through explicit policies of exclusion (e.g., deportation, surveillance, or immigration documents), but also through laws and practices that are often silent and opaque, rendering people non-existent at a social and legal level. On the other, I analyze how youth negotiate such discourses of invisibility by forming a revocable sense of belonging. I suggest that ambivalence is not only produced by the social exclusion of young people. It is also a form of agency which enables youth to endure the risk of deportation, and to detach themselves from the disempowering conditions they are caught in.