Migration is commonly seen as disrupting individuals’ sense of continuity and agency. In current research on adult identity development, (self-)narratives are regarded as a means of making sense of self. We combined an interactional methodology with a sociocultural and dialogical perspective to examine collective identity processes at work during self-narration by immigrant women in a learning language setting. Data were gathered throughout an intervention designed to encourage participants to put their personal experiences of migration into words. Verbal interactions were analysed to identify 1) narrative discursive units, 2) agentic relationships in and on the narratives, and 3) processes of narrative co-construction. Results showed that self-narratives arose from dynamic interactions in which participants displayed discursive skills in negotiating status and instructions, supported the cognitive and affective work of narrating in a foreign language, and constructed agency that challenged the poor immigrant woman image. We discuss the contributions of our study in terms of methodology and interventions.