Brazil is a continental country with a territorial extension of 8,516,000 km. Considering the reality of severe inequalities, the affirmative action measures that have been applied in Brazilian history are essential mechanisms to achieve substantive equality. This chapter aims to analyse the Brazilian challenges in implementing affirmative action measures to five specific groups of people who have been suffering from historical discrimination: women, Afro-Brazilians, Indians, disabled people and LGBT communities. It examines the cost of these measures to the Brazilian Federal Government budget to identify the priority levels they receive in the country’s public policies, among other aspects. The chapter offers a brief exposition of the affirmative action measures’ origin and evolution in Brazil, focusing on their conception, implementation and efficacy in advancing equality of the groups under analysis. This is followed by an explanation of the main historical obstacles hindering the implementation of affirmative actions, focusing on their budgetary implications.