When people are confronted with the potential negative physical outcomes of their own health risk behaviour, they experience a self-threat. This threat is felt as negative self-evaluative emotions. We hypothesise that the threat will lead to more private self-evaluative emotions (e. g. regret) in a private social context, whereas more public self-evaluative emotions (e. g. embarrassment) will be felt in a public social context with negative norms. Consistent with our hypotheses, we show that participants anticipate feeling more private self-evaluative emotions when confronted with the negative consequences of their unhealthy behaviour when alone, and more public self-evaluative emotions when in a group (Study 1). They further anticipate more public self-evaluative emotions in response to a health self-threat when the group norm is negative, and more private self-evaluative emotions when the group norm is lenient (Study 2). Finally, in a cross-sectional study amongst smokers, we show that private but not public negative self-evaluative emotions concerning their own smoking habits are positively correlated with the intent to quit smoking (Study 3). These studies show that a distinction needs to be made between public and private self-evaluative emotions, in terms of their antecedents and effects. Theoretical implications and further lines of research are discussed.