The current research examines the interactive effect of consumers’ moral identity and risk factor stigma on health message effectiveness. We theorize that engaging in advocated health behaviors has moral associations; however, a stigmatized risk factor in a message “taints” the morality of the advocated health behavior. Thus, consumers with high (vs. low) moral identity are more likely to comply with health messages when risk factor stigma is low, and this positive moral identity effect is undermined when risk factor stigma is high. We test stigma’s threat to moral identity by measuring defensive processing (studies 1 and 2) and the attenuating effect of self-affirmation on the negative effect of stigma (studies 3 and 4). We apply the stigma-by-association principle to develop and test a messaging intervention (study 5). Our studies suggest that, depending on whether a health message contains stigmatized risk factors, marketers could employ a combination of tactics such as activating moral identity, offering self-affirming message frames, and/or highlighting low stigma risk factors to bolster message effectiveness.