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Youth who experience peer victimization are at risk of developing mental health problems. However, little is known about the emotional causal mechanisms linking peer victimization with these negative outcomes. This study investigated whether shame mediated this relationship. At three time points (T1-T3), 396 10- to 13-year-olds completed measures of peer victimization, shame (characterological, bodily, and behavioral; shame proneness), and mental health (depression, social anxiety, and externalizing behavior). Three multiple mediation models tested the indirect effects of T1 victimization on T3 mental health through the four T2 shame-related variables. Analyses revealed indirect effects for the shame-related mediators on depression, social anxiety, and externalizing behaviors. Specifically, indirect positive effects for characterological and bodily shame on depression and social anxiety were found, with greater bodily shame linked to higher levels of social anxiety in girls but not boys. In addition, an indirect negative effect for behavioral shame on externalizing problems was found, with higher levels of externalizing problems in victimized boys but not in girls. Finally, an indirect positive effect for shame proneness and externalizing problems was found. To clarify the directionality, three additional mediation models were run with mental health symptoms as predictors of shame and subsequent victimization. Indirect effects for the shame-related mediators were found for all outcomes, specifically bodily shame and shame proneness as mediators between internalizing and externalizing symptoms and victimization. These three models were compared and contrasted with the hypothesized models. In sum, findings support the role of shame as an underlying emotional mechanism of peer victimization, and may guide intervention programs to address the mental health concerns of victimized youth. [ABSTRACT FROM AUTHOR]