Self-stigma, defined as the internalization of stereotypes, is well documented among people suffering from mental illness, including people with alcohol use disorders (AUDs). Progressive model of self-stigma states that alcohol users internalized stigma through four successive steps: awareness, agree, application, and harm. Simultaneously, people with AUDs are subject to shame and guilt. Even if any consensus appears, it seems that shame improves alcohol consumption, whereas guilt acts as a protective factor. Although many studies have emerged over the past decades regarding self-stigma, few have studied the implications of emotions in the process of self-stigma. Moreover, no study has been conducted with alcohol users in France. This quantitative study aims to explore the relations between self-stigma process, guilt, and shame in AUD. One hundred fourteen participants recruited in an addiction care center near Paris, France took part in the study. Participants responded through seven preexisting self-report scale investigated alcohol dependence, drugs dependence, depression and anxiety symptoms, perceived stigma, self-stigma, guilt, and shame. Through hierarchical multiple regression, the implications of guilt and shame in the process of self-stigma were highlighted. While internalization of stigma occurs in successive stages, according to theoretical model, shame seems to predict each stage. In contrast, guilt is not linked to any stage of self-stigma. The results suggest a deleterious role of shame toward alcohol consumption as well as the internalization of stigma. Moreover, the progress of research on the involvement of reflexive emotions in self-stigma makes it possible to think about a global and adapted therapeutic accompaniment for people with AUDs.