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ABSTRACT We examined whether anxious expectations of discrimination among Asian Americans can help explain this group's elevated levels of internalizing symptomatology, such as lower self-esteem (Twenge & Crocker, 2002) and higher depressive symptoms (Okazaki, 1997, 2002) relative to European Americans. Study 1 reports on the development and validation of a scale measuring status-based rejection sensitivity among Asian Americans (RS-A). In Study 2, scores on the RS-A were related to spontaneous discrimination attributions specifically in situations where discrimination is both applicable and possible for Asian Americans. Study 3 revealed that shame mediated the relationship between RS-A and internalizing symptomatology. Implications for well-being and intergroup interactions are discussed.