In marketing research, ethical consumption has received a considerable attention, and many variables describe this behavior. However, the status of these explanatory variables is vague and requires clarification. In this context, this study examines the influence of materialism and religiosity on ethical consumption behavior. Moreover, we also investigate the role of ethical sensibility in consumption choices. We conducted a questionnaire survey and collected data from 550 participants. Results from structural equation modeling present an interesting academic perspective to better understand the relationship between consumers’ ethics and their consumption behavior.