Sometimes, consumer feels unpleasant and unusual after consuming and even after not consuming and explores himself about his behavior when purchasing or non-purchasing, and compares the behavior with ethical principles and social norms. Eventually he feels regret, this sense of regret provides the basis for the emergence of coping responses to modify purchasing behavior. In this study, consumer guilt was selected that is the result of violating social norms, internal failure, unjustified excessive consuming, lack of self-control, as well as consuming for fun and enjoyment, it was implemented among the consumers' community referring to Almaty Metropolitan Shopping Centers using the structural equation method (SEM). Data were collected using standard questionnaires and analyzed using SPSS and Amos software. There was a positive and significant relationship between guilt and purchasing, non-purchasing, violating norms, self-blame and hedonism. There was also a positive and significant relationship between guilt and coping responses and predicting future purchasing behaviors. Also, in the final model of research, purchase for hedonism and fun had the most impact on the consumer guilt.