Purpose - Consumption situations can be emotionally charged. Identifying the cause(s) of emotions has clear practical import to the understanding of consumer behaviour. Cognitive appraisal theory serves this purpose; however, a consensus has not yet emerged concerning terminology, number of relevant concepts and concomitant construct measurements, and theoretical linkages between constructs. This paper attempts to rectify this shortcoming. Design/methodology/approach - This conceptual paper provides an extant review of emotions literature as it pertains to cognitive appraisals and consumption behaviours. Based on this review an integrative cognitive appraisal theory is advanced that is parsimonious and incorporates similarities across the various appraisal theory perspectives to date. Findings - Four appraisals are proffered that appear capable of implicating specific emotions and their effects on consumer behaviour. The appraisals advanced are outcome desirability that encompasses pleasantness and goal consistency, agency which includes responsibility and controllability, fairness, and certainty. Sample propositions concerning how cognitive appraisals affect information processing extensiveness have also been provided. Originality/value - First, the paper provides an extant review of cognitive appraisal theories of emotions, which makes transparent the looseness in terminology and differences in theoretical perspectives that currently exist. Second, based on this review the paper advances a unifying theory of consumption appraisals and explore their relevance to marketers. The theory proposed could explain inconsistent findings in the current literature. Third, directions for future research highlighting confounds that should be considered in study designs complete the paper.