The paper explores how theological reflection on marginality and vulnerability contributes to the symbolic and theological reconfiguration of the Mediterranean border. It considers the Mediterranean border as a locus theologicus—a theological hermeneutical site to contemplate issues of identity, migration, and how theology can support fair migration policies. The study is based on a case involving Italian Protestant churches, a small and consequently marginal religious community, their engagement with migration issues, and their theological reflections on this involvement. Referencing theologian Sturla Stålsett, the paper examines the link between vulnerability, community, and agency: vulnerability can foster the formation of communal bonds and encourage political action. Stålsett distinguishes between vulnerability as an ontological condition—shared by all humans—and what the author, building on Judith Butler's work, calls situated vulnerability or precarity, which arises from unjust social and political conditions. While precarity necessitates political action for redress, vulnerability in the ontological sense is a value worth safeguarding as it sustains community and stimulates agency. A political theology of vulnerability underpins a theology of solidarity. The paper further investigates the connection between minority identity and engagement in migration issues. Marginality can be viewed in at least two ways: either as being positioned at the margins or as actively choosing to be there. The 'church on the border' concept adopted by Italian Protestant churches reflects their self-understanding as a community called to stand in solidarity with marginalised people, deliberately choosing to be at the margins. The Mediterranean border, as a marginal area of Europe with significant political implications, becomes a hermeneutical site for theological reflection on divine and human marginality, vulnerability, and solidarity.