Some people of colour feel shame in response to racist incidents. This phenomenon seems puzzling since, plausibly, they have nothing to feel shame about. This puzzle arises because we assume that targets of racism feel shame about their race. However, I propose that when an individual is racialised as non-White in a racist incident, shame is sometimes prompted, not by a negative self-assessment of her race, but by her inability to choose when her stigmatised race is made salient. I argue that this can make sense of some shame responses to racism. My account also helps to highlight some of the emotional and cognitive costs of racism that have their root in shame as well as a new form of hermeneutical injustice and distinctive communicative harms, contributing to a fuller picture of what is objectionable about racism.