Aims: The contribution of general psychological aspects, such as emotions, has received little focus in research on sickness absence. We wanted to study the relationship between shame and sickness absence, which factors that explained differences in levels of shame, and if shame predicted subsequent sickness absence. Methods: We employed a Swedish population-based cohort of current sickness absentees (19–64 years old), responding to a mailed questionnaire in 2008. Data was linked to national registries on sickness absence.Results: The young, those born outside the Nordic countries, those on lower incomes and those with higher level of education reported being more ashamed of their sickness absence. Those with more sickness absence in the past were also more likely to report higher levels of shame. Level of shame was not associated with gender or occupational class. Compared to those absent for a somatic cause, mental or co-morbid illness was associated with higher levels of shame. Those reporting high level of shame were more likely to have prolonged sickness absence the following year. Symptoms of depression at baseline only partly explained these associations. Conclusions: Our results suggest that shame might prolong sickness absence. Increased understanding of the impact of social and emotional aspects around sickness absence could be an important source for improved quality of rehabilitation.