The idea that social inequality has deleterious consequences for population health is well established within social epidemiology and medical sociology (Marmot and Wilkinson, 2001; Scambler, 2012). In this article, we critically examine arguments advanced by Wilkinson and Pickett in The Spirit Level (2009) that in more unequal countries population health suffers, in part, because of the stress and anxiety arising from individuals making invidious or shame-inducing comparisons with others regarding their social position. We seek to extend their arguments, drawing on sociologically informed studies exploring how people reflect on issues of social comparison and shame, how they resist shame, and the resources, such as ‘collective imaginaries’ (Bouchard, 2009), which may be deployed to protect against these invidious comparisons. We build on the arguments outlined in The Spirit Level, positing a sociologically informed account of shame connected to contemporary understandings of class and neoliberalism, as well as inequality.