This study investigates how young, well-educated, unemployed people are governed and how they govern themselves through affective capacities, focusing here on shame and passion. The empirical material consists of field observations made at an unemployment fund and in-depth interviews with 33 young unemployed people in the Danish welfare state. Inspired by governmentality studies including recent contributions concerning affectivity, I analyse how affect, emotions, and feelings are pivotal instruments of governmentality. On the one hand, unemployed people are encouraged to cultivate a passion for their profession and display this passion in their quest for a job. On the other hand, they are encouraged to feel ashamed for receiving unearned money from the state. The study applies the theoretical framework from governmentality studies and combines it with concepts in Ahmed (2014) in order to unfold the affective sides of governing young unemployed people. The study contributes theoretically by developing Ahmed’s idea of “sticky emotions” in an explicit psychological manner by identifying an embodied and a phenomenological dimension. It concludes that shame and passion influence unemployed people differently in relation to their subjective life courses as well as in relation to their social and societal circumstances and that people deal with the stickiness of unemployment shame in different ways. Some get rid of it by sticking it to other unemployed groups and some by dis-identifying with their formal status and instead conducting themselves as freelancers. The study begins to fill in the gap of how the more diffuse sides of governing can be made psychologically identifiable and in doing so it sheds light on the intimate relationship between politics and psychology.