Marketing managers of luxury brands often use exclusionary marketing tactics that can lead consumers to feel rejected by those brands. In our research, we examine whether consumers with independent self‐construals are more likely than those with interdependent self‐construals to downgrade their evaluations of a luxury brand when feeling rejected by it. Results of three studies support this hypothesis. Using a manipulation of brand rejection with hypothetical future scenarios, study 1 provides evidence that consumers with a higher chronic independent (versus interdependent) self‐construal are more likely to lower their brand attitudes and purchase intentions of a desirable luxury brand that rejects them. Study 2 replicates the moderating effect of self‐construal at a cultural level, comparing Chinese and American respondents. Study 3 again compares self‐construals at a cultural level, but manipulates brand rejection by asking respondents to recall a prior rejection experience. Importantly, Study 3 reveals a mediating influence of self‐brand connection. That is, independents, when recalling an experience of luxury brand rejection, were more likely than interdependents to report a decrease in their feelings of connectedness to the rejecting brand, which in turn resulted in lower attitudes toward the brand and lower purchase intentions. Our findings provide luxury brand marketers with insights for both niche branding strategy design and cross‐cultural customer relationship management.