Driven by an ethos of self-organization and empowerment women involved in the revived version of roller derby have created an embodied and virtual leisure practice that challenges gender norms and invites different identities. However, tensions exist in the way different women negotiate the space of roller derby and the meaning of playing, belonging, and becoming "derby grrrls." This article presents findings from a qualitative study of roller derby in Australia to make connections between feminist theories of affect and the growing body of work on intersectionality. We explore how identity categories intersect to shape the meaning of roller derby for different women. Narratives recount the complex affective relations (passion, frustration, pride, shame) that women negotiate in forming leisure identities in relation to the social context of their lives. The article aims to contribute to the development of feminist thinking about leisure as a negotiated space of transformation, creativity, and difference.