Purpose: Adopting the duality approach, this study aims to examine cognitive and affective associations between shopping values, impulse buying tendencies and consumer shopping well-being. In addition, the study also aims to test the moderating role of self-control and compare the proposed relationships across the offline and online shopping contexts. Design/methodology/approach: A survey dataset was collected from a sample of 529 offline and online consumers in Vietnam. Structural equation modelling (SEM) was employed to test the proposed relationships among the studied constructs. Findings: The consequence of impulse buying is positive and affect-based. In addition, the positive associations between shopping values and impulse buying via dual process are validated and moderated by self-control. In addition, the association between cognitive impulse buying and shopping well-being is stronger in the online shopping context, whereas hedonic value has more influence on affective impulse buying in the offline shopping context. All other relationships are not statistically different across the two shopping contexts. Originality/value: This study introduces an appropriate theoretical framework for studying impulse buying—the duality approach. Second, the research validates the dual process and positive consequence of impulse buying. Third, self-control's moderating role is validated, whereas the studied associations are initially compared across shopping contexts.