This study examines the dual-edged sword effect of unethical pro-organizational behavior (UPB) by considering employees' participation in UPB and its impact on work engagement and burnout. Drawing on Appraisal Theories of Emotion, we explore the emotional experiences of pride and shame that arise from UPB engagement and their subsequent effects on work-related outcomes. Two studies, comprising experiments and surveys, were conducted to test the hypotheses derived from our theoretical model. The findings reveal a distinct pattern based on the ethical climate within which UPB occurs. In a low ethical climate, employees who engage in UPB develop feelings of pride, leading to reduced job burnout and increased work engagement. However, in a highly ethical climate, UPB participation triggers experiences of shame, resulting in increased burnout and decreased work engagement. These results provide valuable insights into the complexity of UPB and its consequences, shedding light on the importance of ethical climate as a moderating factor. The implications of our findings are discussed in terms of both theoretical advancements and practical implications for organizations. Furthermore, this study identifies avenues for future research in this domain.