Quantitative assessment of shame and guilt using self-report questionnaires can help to understand the role of these emotions in various mental disorders. However, shame and guilt measures have predominantly been tested among healthy subjects that usually show low levels of guilt and shame. Thus, little is known about the comparative validity of different shame and guilt questionnaires in a population of shame- and guilt-prone persons with mental illness as compared to healthy subjects. This study used the Test of Self-Conscious Affect (TOSCA-3), the Personal Feelings Questionnaire (PFQ-2) and the Experiential Shame Scale (ESS) among 60 women with borderline personality disorder (BPD) and 60 healthy women. Intercorrelations of shame-proneness, guilt-proneness and state shame as well as their correlations with self-efficacy, empowerment, state and trait-anxiety, experiential avoidance, depression, and general psychopathology were assessed. In both groups, shame-proneness was moderately related to guilt-proneness, both as assessed by the TOSCA-3 and the PFQ-2. For the TOSCA-3, among healthy subjects shame-proneness was significantly correlated with other constructs while guilt-proneness was not. This difference turned largely insignificant among women with BPD. For the PFQ-2, shame- and guilt-proneness showed similar correlational patterns with other constructs in both groups. The guilt-proneness scale of the TOSCA-3 showed poor internal consistency. State shame (ESS) was strongly related to state anxiety in both groups, and its correlations with other constructs were similar to state anxiety. The discriminant validity of the TOSCA-3 to distinguish between shame- and guilt-proneness may be diminished in clinical samples. The measure of state shame (ESS) showed a large overlap with state anxiety.