This article explores the forging of ethnic identity by urban Malays in Malaysia around a dialectic between being Islamic and being Malay. I introduce Pierre Bourdieu's concept of habitus and Anthony Giddens's notion of reflexivity to argue that the Islamic subject in Malaysia engages in different types of interaction which demand varying degrees of reflexivity. While Bourdieu's concept of habitus importantly reveals the actor to be a cultural agent, it denies the individual the meaningful agency that the increasing reflexivity of modernity demands. I suggest that Bourdieu's assertion that the dispositions of habitus are less than conscious does not hold true in a highly reflexive modernity. In this context, the individual is sufficiently conscious of his/her identity to be able to construct it in ways that allow it to be employed as a political weapon.