Belonging to religious communities is of great importance for many migrants coming to Europe. This article focusses on one such community, a Lutheran Ethiopian/Eritrean Mekane Yesus association in Stockholm, and its relations with the Church of Sweden. The article discusses identity formation and belonging in a situation of living in the diaspora, as well as analysing the processes of integration that involve diversity work. This example shows how global power hierarchies in church relations are played out in the local arena - power relations that signal, but also sometimes challenge, a post-colonial order. Furthermore, an identity like Lutheran is highly contextual, as the article shows. While the role of Lutheran churches in the Nordic context is understudied when it comes to migration, this article – and the study it builds on – contributes to a deeper understanding of how the Church of Sweden is being both challenged and motivated to act in relation to migrants coming to Sweden.