Foreign domestic workers (FDWs) constitute a vital yet socially marginalized workforce in Hong Kong. To date, limited attention has been paid to the resources that foster their psychological resilience. Drawing on ethnic identity, bicultural competence framework, and ecological model of resilience, this study examined the effect of ethnic identity and host-society resources—specifically perceived employer support and sense of belonging to the community—on the psychological resilience among 398 Filipino FDWs in Hong Kong. Using structural equation modelling, the findings indicated that ethnic identity, perceived employer support, and host-community belonging independently and positively predicted psychological resilience. The effect of ethnic identity on psychological resilience was heightened when perceived employer support was low. The results highlighted the relational process of resilience building among migration workers in which the effect of ethnic identity is contingent on employer–employee relationships. Implications for practice and policy include the importance of ethnically affirming interventions, inclusive community participation, and relationally oriented employer education, calling for a multilevel social work approach to resilience building within labour migration systems.