In the People's Republic of China (PRC), educational expansion together with the promotion of market competition is taken as a measure of addressing a structural rural--urban divide in educational inequality. In following the emotional journeys of pursuing a bachelor's degree for 32 rural students in four elite universities in Shanghai, this paper explores an emotive impact of such a measure on rural students. Despite feeling pride at getting into university, many respondents were ashamed because of their perceived academic and social inadequacies vis-à-vis their urban classmates. The stigmatisation of the rural accentuated their feelings of shame and even made many respondents not feel confident about seeking a career in a city. An individualistic approach framed in a self-reliance discourse, even in a socialist society, to address structural educational inequality, is doomed to fail to confront an unequal opportunity structure, but offloads the cost of change, including the emotional cost, to individual students.