Committed action is defined as the ability to take action guided by personal life values, i.e., to be persistent in valued behaviours even when such pursuit implicates facing setbacks and experiencing discomfort. This is a key process for acceptance and commitment therapy, and is linked to several positive mental health outcomes. Although current literature has stressed the pervasive impact of shame on psychopathology, especially on depression, data concerning the role of committed action on the impact of shame on depression is considered insufficient. Considering these premises, the current study intended to explore the moderator role of committed action in the relationship between external shame and depressive symptomatology, in an adult sample of 178 participants of both sexes. Path analysis’ results showed that shame holds a positive effect on depression (β = 1.19, P < .001), and that committed action serves as a moderator of the effect of shame on depression (β = –.63, P < .010). The tested model accounted for 45% of the variance of depression symptoms. A graphical representation allowed to observe that committed action presents a buffer effect for the harmful impact of shame on symptoms of depression. That is, at any level of shame experienced, those individuals who revealed higher levels of committed action showed less depression symptoms. This study has corroborated the powerful effect of external shame on depression symptoms, which was found to be buffered by committed action. The present findings thus highlight the pertinence of identifying personal life values and motivating committed action, particularly in prevention and intervention programs for depression.