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Consumers have increasing interests in sustainable products, but the actual purchase rate is relatively low. To find the reasons of this gap, previous studies focus primarily on cognitive factors of behavioral change based on the theory of planned behavior. Little research, however, discusses such a sustainable consumption issue from emotional aspects. Thus, this research proposed that self-conscious emotions play an essential role of sustainable consumption behavior, and such emotions are driven from private and public self-consciousness. Study 1 examined participants’ general evaluations toward two emotions and sustainable consumption behaviors. The results showed that empathic concern had a significantly positive effect on socially responsible consumption, whereas personal distress did not. As the antecedent of self-conscious emotions, private and public self-consciousness both were positively association with empathic concern, but only public self-consciousness had a significantly positive impact on personal distress. Study 2 examined three emotions regarding a shopping scenario. The results indicated that empathy had a significant influence on willingness to pay more for the sustainable product, but pride and guilt did not. Additionally, only private self-consciousness significantly resulted in pride and empathy. This suggested that considering self is the primary determinant of purchasing sustainable products in a shopping environment although considering others have a stronger effect on sustainable consumption in general evaluations. Most promotional strategies of sustainable practices still activate consumers’ public self-consciousness (e.g., environmental protection), and thus attitude-behavior gap emerges. As a result, marketers should activate consumers’ private self-consciousness resulting in empathic emotions to purchase sustainable products.