Adverse early interactions with parents deeply affect the socio-emotional development of an individual, leading to feelings of inferiority and negatively influencing the development of self-conscious emotions, such as shame. Moreover, dysfunctional parenting was found in the histories of people suffering from substance and behavioral addictions. In this context, there is currently no agreement in the literature regarding the role of shame proneness on the severity of the addiction. The present study aimed to evaluate the mediating (risk or protective) role of the two shame dimensions (withdrawal action tendencies and negative self-evaluation) in the association between dysfunctional parenting and the severity of addiction, testing two structural equation models (SEMs; for substance and behavioral addiction respectively). An online survey recruiting 710 Italian young adults was administered using the Measure of Parental Styles, the Guilt and Shame Proneness Scale, and the brief Screener for Substance and Behavioral Addiction. The SEMs confirmed the predictive role of dysfunctional parenting on the severity of the addiction. Moreover, two dimensions of shame mediated the association in opposite ways. The withdrawal action tendencies positively mediated the association between dysfunctional parenting and the severity of substance and behavioral addiction, potentially acting as a risk factor. Negative self-evaluation negatively mediated the association between dysfunctional parenting and the severity of substance addiction, playing a potential protective role. In a therapeutic context, the findings emphasized the importance of evaluating the different dimensions of shame experiences among addicted individuals and assessing the strategies used to withdraw from these experiences.