This article considers the cultural adjustment of immigrants to Brazil through an analysis of the role that association football (soccer) played in identity formation in twentieth-century São Paulo. It focuses on the city's large Italian population, in particular the experiences of a leading club, the Società Sportiva Palestra Itália, and of the first generation of Brazilian footballers who migrated abroad in order to play football professionally, many of whom were Paulistas of Italian descent. It demonstrates that through football Italians obtained agency in negotiating the process by which they became Brazilian and found a means by which to preserve a sense of discrete ethnicity within São Paulo's multiethnic community.