This paper examines the ways in which childhood and youth experiences of living in polygamous households shape the life aspirations and marriage choices of middle-class, Muslim Senegalese women. In contrast to an enduring popular discourse according to which African women live happily with polygamy, my research shows how women’s increasingly common choice to ‘marry out’ is explicitly linked, in many cases, to painful experiences of living with polygamy. In these narratives, the misfortune affecting female relatives is consistently interpreted as a consequence of polygamy. Classical anthropological studies of polygyny in Africa have analyzed the institution from the perspective of a dominance of social juniors by the ‘elders’, from an economic perspective (the need to mobilize labour in ‘wealth-in-people’ societies), as a marker of male prestige or through African ideals of sexuality and reproduction. In most of these studies, polygamy is examined as a coherent system, and women’s individual narratives are rarely the focus of attention. This paper goes some way in addressing this gap by focusing on women’s narratives and their own sense of agency in marriage. It is suggested that these narratives provide moral legitimacy to marriage choices often made against the wishes of senior family members. The paper draws on multi-sited research carried out since 2011 as part of the Leverhulme-funded Oxford Diaspora Programme, as well as on longer-term fieldwork in urban Senegal since 2002.