Self-conscious emotions require the ability to think about the self, which emerges at the end of the second year, and imply an immediate punishment or reinforcement to one’s own behaviours (Lewis, 2011; Tangney, Stuewig, & Mashek, 2007). Being a subtype of moral emotions–“linked to the interests or welfare either of society as a whole or at least of persons other than the judge or agent” (Haidt, 2003, p. 853)–they play a key role in human adaptation to the social environment, influencing the relationships between moral standards and decisions (Malti & Krettenauer, 2013; Tangney et al., 2007). In light of the current debate about the relative impact of biology versus culture on these emotions (Matsumoto & Hwang, 2012; Scherer, Clark-Polner, & Mortillaro, 2011), more evidence is needed. Further data could help to characterize the emotional life of immigrant students, an issue particularly relevant in Italy where the presence of students of non-Italian citizenship is steadily increasing. Considering the control-value theory of achievement emotions (Pekrun, 2006), this work explored whether students’ expression of two self-conscious emotions in part neglected by the recent literature differs across immigration status. Intensity of embarrassment and pride about two school domains (Italian, mathematics) and settings (class, tests) was measured with a self-report questionnaire administered to 127 immigrant and native first-, third-, and fifth-graders. Immigrant students declared feeling embarrassment more intensely than native students, but only about evaluative settings, also controlling for school achievement. Age differences emerged for pride, more intense for younger students and vice versa for older students. However, immigrant and native students’ emotion understanding abilities did not differ. These findings could be a first step towards deeper comprehension of the emotional life of immigrant students, as the basis to favour their psychological adaptation