This study examined whether emotional reactions to everyday dilemmas are associated with depressive disorders in a sample of 195 undergraduates. Depressive disorder was assessed using the Structured Clinical Interview for DSM-IV (SCID). Compared to controls, individuals in current depressive episodes, as well as individuals with a past history of depressive disorder who were in remission, reported more shame in response to both hypothetical interpersonal and real life everyday dilemmas. In contrast, guilt was not significantly associated with depressive disorder. These results raise the possibility that everyday dilemmas and shame responses may play important roles in depressive disorders.