This study aimed to explore the extent to which self-conscious emotions are expressed, to explore any associations with adverse health outcomes, and to compare self-conscious emotions in individuals with chronic obstructive pulmonary disease (COPD) to healthy controls. A two-stage mixed-methods study design was employed. Interviews with 15 individuals with COPD informed the choice of questionnaires to assess self-conscious emotions which were completed by individuals with COPD and healthy controls. Five overarching themes were abstracted: grief, spectrum of blame, concern about the view of others, concealment, and worry about the future. The questionnaires were completed by 70 patients (mean( SD) age 70.8(9.4) years, forced expiratory volume in one second predicted 40.5(18.8), 44% male) and 61 healthy controls (mean( SD) age 62.2(12.9) years, 34% male]. Self-conscious emotions were associated with reduced mastery, heightened emotions, and elevated anxiety and depression (all p < 0.001). Individuals with COPD reported lower self-compassion, higher shame, and less pride than healthy controls (all p ≤ 0.01). There is a need to increase awareness of self-conscious emotions in individuals with COPD. Therapies to target such emotions may improve mastery, emotions, and psychological symptoms.