Based on a survey (n = 249) and qualitative interviews (n = 38) with marginalized people who use drugs (PWUDs) in Copenhagen, Denmark, we investigate the experiences of this group with the police in a context where drug possession had been depenalized in and around drug consumption rooms (DCRs). Our findings point to positive experiences with the police, especially with the local community police in the depenalization zone, who refrained from drug law enforcement and practiced 'harm reduction policing.' However, marginalized PWUDs also reported that they were still targeted for drug possession by other sections of the police despite the depenalization policy. Specifically, the drug squad of the police would continue to confiscate illicit drugs for investigatory purposes to counter organized drug crime, as well as continue to target user-dealers who were not formally included in the depenalization policy. The findings illustrate how marginalized PWUDs still found themselves in a precarious legal situation without any legal rights to possess the drugs that they were dependent on, even though possession of drugs had been depenalized in and around DCRs.