Recent findings indicating higher than expected levels of psychopathology amongst British South Asian women over the last decade provided a rationale to investigate the links between acculturation/cultural identity and psychological distress (specifically depression) and the experience of shame. Ninety British South Asian women were drawn from the general population of five culturally diverse cities in the UK and completed measures of acculturation/cultural identity (AIRS-B), psychological distress (GHQ-28) and shame (ESS). Hypotheses and explanations generated in the previous literature to account for the high incidence of mental health problems among British South Asian women were critically examined to assess their usefulness in understanding the cultural factors implicated in the causation of psychological distress. Theoretical and empirical links between the constructs were discussed in relation to evolutionary models of shame (Gilbert, 1997, Lewis, 1987) and Berry's (1980, 1997) bi-dimensional model was applied to the two-way interaction process between minority and majority cultures to determine the psychological adaptation of individuals living in a bi-cultural context. Results indicated that acculturation strategy and level of cultural identity were related to psychological distress and depression but these relationships were mediated by the intervening mechanism of shame. Full or partial identification with South Asian culture was related to higher levels of shame and the vulnerability to experience shame (shame prone-ness) was associated with psychological distress, specifically depression. A preliminary model of possible relations between the different psychological constructs was developed from the findings of the study. The relations between acculturation/cultural identity and shame illuminated the complex processes involved in shaping an individual's sense of self and provided a tentative understanding of the dynamics involved in the development of psychological distress for British South Asian women.