This paper addresses the ways in which asylum seekers in the UK manage making complaints about their host country. The authors demonstrate that asylum seekers have fled dangerous situations in their countries of origin and then can face difficulties and hostility in the UK. A discursive psychological approach is used to assess the ways in which asylum seekers made complaints regarding their treatment. Interviews were conducted in a refugee centre in the Midlands with nine asylum seekers and were transcribed for a discourse analysis to be conducted. Analysis of the data showed that participants criticised the asylum system for being unfair. They also made claims about not being happy in the UK, but did so in ways that downgraded the problem so as to manage the possible dilemma of appearing ungrateful and undermining their reasons for claiming asylum. The problems associated with these strategies are discussed.