The paper attempts to explore the adaptation-related challenges that Bangladeshi migrant workers in Hong Kong face and the strategies they adopt to triumph over them. Data were collected through administering both closed and open-ended questionnaires to 56 migrant workers in Hong Kong during 2005–2006. The study revealed that most of the respondents stayed in Hong Kong legally but worked illegally because of the fact that although they could extend their stay permits, they were not grated work permits. This exclusive circumstance places them in a number of difficult situations. In attempting to adapt to Hong Kong society, they embrace a number of interesting and unique strategies to surmount challenges.