In recent years the adoption of ethical criteria when making consumer decisions has gained increasing popularity and has been studied as a way of moving towards a more sustainable consumption–production paradigm. Much research has focused on what motivates people to engage in ethical consumer behaviours considered as the expression of an ethical self. However, there is a limited understanding of the construction and communication of these ethical selves. By focusing on how members of Spanish "Responsible Consumption Cooperatives" construct and communicate their ethical identities, this study sheds light on the underlying social psychological processes of ethical consumer behaviour from a Social Identity Approach. Findings from the multi-method qualitative study reveal how consumers negotiate their perceptions of ethics and respective behaviours through the construction and identification of in-groups and out-groups and communicate their shared social identity through different consumption practices, such as the deliberate avoidance of brands/symbols that embody the values of the consumerist society.