A self-report measure of proneness to shame and guilt was administered to 86 patients with moderate to severe depression, with the prediction that there would be a positive correlation of shame with severity of depression. Contrary to other, non-clinical studies, we found that guilt but not shame was associated with levels of depression. Shame-proneness demonstrated a unique association with a stable attributional style for negative outcomes, global negative self-evaluation, submissive behaviour and internalized anger. Contrary to prediction, no relationship was found between shame- or guilt-proneness and a reported history of childhood sexual abuse.