Emotions play an essential role in educational processes. Previous research has mainly dealt with achievement emotions which are experienced in specific situations such as exams or learning situations in mathematics (e.g. enjoyment or anxiety). Some achievement emotions are rather experienced in social contexts in mathematics and are closely related to the self. These emotions such as shame are assumed to be also relevant for mathematics achievement. However, a reliable and valid instrument is missing to measure shame in mathematics. Validity evidence for the newly developed Shame in Mathematics Questionnaire (SHAME-Q) was collected in three studies with pre-service primary teachers. Study 1 investigated the content validity by conducting a systematic expert panel study. Study 2 and study 3 examined with two different samples the factorial structure and relations to other constructs in terms of discriminant (enjoyment) and convergent (anxiety) validity as well as to pre-service teachers' grade in school mathematics, their intention to teach mathematics at school, and gender. The data supported strongly the validity assumptions as well as reliability and parsimony of the instrument. Psychometric limitations of SHAME-Q and applicability of the questionnaire are discussed.