This study presents general themes concerning identity preservation and identity formation among Afghan male refugees living in Sweden and who obtained Swedish citizenship. This study is based on an ethnographic survey of habits and practices of Afghan refugees living in Sweden who in a process of transition must adjust their previous values and expectations as they confront often hostile surroundings. While seeking to preserve their identity, their identity formations take place in the contextual realities and cultural influences existing in their host country Sweden. This study analyzes the narratives of Afghan refugees in Sweden to examine their sense of self. For the purpose of this research the definition of ‘identity’ is derived from the field of social psychology; specifically, the social identity theory. The social identity theory states that an individual’s self-concept is partially defined by the membership in a social group. The main finding of this research is that none of the men solely identify as Afghan. This is mainly because they left Afghanistan at a young age, encounter stereotypes and because Afghanistan is a fragmented and unsafe country. The hierarchy of salience theory and theories on multiple and hybrid identities are employed to demonstrate how they embrace different aspects of their identity at different times and in different situations. More specifically, the findings show that they embrace four strategies to do this: pragmatic, hybrid, religious and globalist. These four strategies show the hierarchy of salience.