The aim of this paper is to propose an articulated reflection on some theoretical and methodological problems inherent in the study of a crucial aspect of the way ethnicity works in social space. We refer to the practices of ethnic naming, that is, the kind of social categorization that makes use of ethnonyms. The analysis will be guided by an anti-essentialist, relational and dynamic conception of ethnicity, as well as by the idea that ethnicity, beyond very different local embodiments, possesses a basic unitary core that transcends the distinction between premodern and modern world. In the author’s opinion, the theoretical and methodological investigation of ethnic categorization and ethnonyms, on the one hand, will contribute to support the correctness of this approach to ethnicity, on the other, will provide a rich set of conceptual tools useful for analyzing a particularly complex aspect of identity constructions within both living and extinct populations. With reference to the contemporary world, this “toolkit” should be of decisive help in understanding a phenomenon, ethnicity, whose global impact on a social, political and sometimes legal level is still very noteworthy.