Embarrassment plays a crucial role in shaping the consumer landscape by influencing perceptions, choices, and experiences. In a marketplace, customers get embarrassed when personally implicated in transgressions, and also vicariously, while observing the predicament of others. Vicarious embarrassment, though ubiquitous and detrimental for firms, has received limited attention in marketing scholarship. This article offers a comprehensive review of consumers' personal and vicarious embarrassment by incorporating content and bibliometric analysis methodologies. The bibliometric study comprises a review of 203 articles published from 1900 to 2022. Techniques of citation analysis and co‐citation analysis reveal the prominent authors, journals, and articles and trace the intellectual structures of thoughts contributing to the domain. Additionally, social network analysis delineates the centrality features of the leading studies in the consumer embarrassment domain. Further, the article provides a comprehensive content analysis of 109 studies relevant to the purchase and consumption contexts. A review of the extant findings on major theoretical perspectives, triggers, coping strategies, moderators, and desirable and adverse outcomes of personal and vicarious embarrassment is presented. The article offers actionable future research directions for theoretical advancement of the phenomenon of consumer embarrassment. This research will assist firms and marketers in understanding and mitigating the aversive outcomes of embarrassment.