It is widely accepted that shame plays a significant role in the development and maintenance psychopathology, namely depressive symptoms. In fact, the experience of shame is highly associated with the adoption of maladaptive strategies to cope with negative feelings, such as experiential avoidance (i.e., the unavailability to accept one's private experiences), and the inability of decenter oneself from unwanted internal events. The present study aims to explore a mediation model that examines whether external shame's effect on depressive symptomatology is mediated through the mechanisms of decentering and experimental avoidance, while controlling for age. Participants were 358 adults of both genders from the general population that completed a battery of self-report scales measuring external shame, decentering, experimental avoidance and depression. The final model explained 33% of depression and revealed excellent model fit indices. Results showed that external shame has a direct effect on depressive symptomatology and simultaneously an indirect effect mediated by the mechanisms of decentering and experiential avoidance. These data seem to support the association between shame and depressive symptomatology. Nevertheless, these findings add to literature by suggesting that when the individual presents higher levels of shame he or she may present lower decentering abilities and tends to engage in experiential avoidance, which amplify the impact of external shame and depression. Furthermore, our findings seem to have important clinical implications, stressing the importance of developing intervention programs in the community that target shame and experimental avoidance and that promote adaptive emotion regulation strategies (e.g., decentering) to deal with adverse experiences.