The relationship among weight‐related coping, guilt, and shame was investigated in a sample of 98 obese German individuals over a 6‐month period. In terms of the objectives, the study explored the kind and frequency of typical coping situations in which obese individuals become aware of being obese. Furthermore, the study sought to determine the predictive utility of weight‐related shame and guilt concerning coping responses, and to establish whether there is an association between coping responses and weight change. A longitudinal examination over a 6‐month period was chosen with two measurement points. As typical distressing coping situations, individuals reported mostly negative evaluations through others/self, physical exercise situations, or environmental hazards (mainly shopping for clothes). Weight‐related shame at baseline was a significant negative predictor for problem‐focused engagement coping, whereas weight‐related guilt was a significant positive predictor for problem‐focused engagement strategies and dietary restraint at follow‐up. Although Body Mass Index showed no substantial association with the coping measures, weight loss was accompanied by a substantial drop in problem‐focused disengagement coping (wishful thinking, problem avoidance). Discussion of these findings focuses on the issue of possible effects of weight‐related feelings of guilt and shame on coping behavior, the link between weight loss and disengaging coping strategies, and the possible use of the findings for cognitive–behavioral therapy for obesity. © 2008 Wiley Periodicals, Inc. J Clin Psychol 64:1–16, 2008.