Purpose - The purpose of this paper is to identify specific cognitive and affective responses in mall experience, as well as their antecedents, moderators and behavioural outcomes. Design/methodology/approach - The paper is based on content analysis technique. Data were obtained through in-depth interviews conducted from February 2013 to January 2014. Findings - The study reports the identification of efficiency and confusion as cognitive responses, as well as frustration, stress, peacefulness and excitement as affective responses experienced during the shopping trip. These responses lead to behavioural outcomes that are time spent, buying intentions and repatronage intentions. Furthermore, the paper identifies the main antecedents of these responses and the moderators of their relationships. Research limitations/implications - The findings provide insights into the study of psychological responses in retailing and avenues for further research. Practical implications - This research offers practical implications for managers, related to the manipulation of mall characteristics in order to encourage positive cognitive and affective responses and avoid negative ones. Originality/value - Based on content analysis technique, the present paper proposes a theoretical framework to conceptualize mall experience, detecting specific cognitive and affective responses and their specific behavioural outcomes as well as moderators.