Feeling or anticipating guilt associated with consumption situations may lead consumers to adjust their behaviors to avoid those unpleasant feelings and better conform to their personal, moral, and social standards. The experience of guilt regarding a consumption situation is influenced by both contextual factors, including marketing communications, and personal traits, namely the individual's proneness to feel guilt related to consumption. While research has examined the influence of contextual variables on guilt, the individual predisposition to feel guilt associated with consumption has received little attention. Understanding individual consumer guilt proneness can assist managers in customizing strategies to diverse guilt responses: recognizing varying susceptibility to guilt enables personalized approaches across the consumer journey, fostering empathetic managerial actions. This understanding can significantly impact consumer satisfaction, loyalty, and the success of marketing strategies. This study conceptualizes and proposes a measure of consumer guilt proneness, the individual tendency to feel guilt regarding transgressive consumption situations. To define the conceptual domain, a literature review is complemented with a qualitative study. Five dimensions corresponding to sources of guilt (health, extravagance, social influence, misevaluation, and ethics and sustainability) create the initial pool of items. Exploratory and confirmatory factor analyses corroborate the five‐factor measurement model. The final scale demonstrates adequate convergent, discriminant, and nomological validity. Finally, the instrument is cross‐culturally validated in three countries—Portugal, Poland, and Brazil—which not only strengthens the evidence of its validity and reliability but also lends credibility to its broader application in diverse cultural environments, particularly within Western cultures.