Studies show that emotions of guilt and shame significantly influence how people live their daily lives when it comes to making ethical decisions. Nonetheless, individuals proneness toward guilt and shame has received limited attention in consumer behaviour literature. The study focuses on the impact of anticipated emotions (i.e. guilt and shame) on various consumers ethical and unethical behaviours. Using a combination of a panel data sample and a university sample, the overall results between the two countries (i.e. Australia and Indonesia) reveal more similarities than differences. Consumers with high guilt-proneness are less likely to agree on those unethical behaviours. This study has important theoretical implications for understanding the similarities and differences between both nations and the impact of guilt and shame proneness on consumer ethics.