Employee unethical behavior continues to be an area of interest as real-world business scandals persist. We investigate what happens after people engage in unethical behavior. Drawing from emotion theories (e.g., Tangney & Dearing, 2002) and the self-presentation literature (e.g., Leary & Miller, 2000), we first argue that people are socialized to experience shame after moral violations (Hypothesis 1). People then manage their shame and try to protect their self-images by engaging in exemplification behaviors (i.e., self-sacrificial behaviors that give the attribution of being a dedicated person; Hypothesis 2). We also examine the moderating role of supervisor bottom-line mentality (BLM; i.e., a supervisor’s singular focus on pursuing bottom-line outcomes) in relation to our theoretical model. We argue that high supervisor BLM intensifies the employee unethical behavior to shame relationship (Hypothesis 3) and results in heightened exemplification as a way to protect one’s self-image by portraying the self as a dedicated person who is worthy of association (Hypothesis 4). We test our theoretical model across 2 experimental studies and 2 field studies. Although our results provide general support for Hypotheses 1, 2, and 3, our results produced mixed findings for Hypothesis 4. Theoretical and practical implications are discussed.