There are two main behavioral coping strategies when individuals perceive prejudice against their race or ethnicity: 1) they can move closer to the ingroup (e.g., collective actions) or 2) they can distance from the ingroup (e.g., self-group distancing). The objective of this study was to explore when Asian Americans tend to use the self-group distancing strategy when they experience prejudice. Specifically, we proposed that the perception of prejudice pervasiveness serves as a potential explanatory factor, identity centrality as a moderator, and emotional responses as mediators of the effect. To assess Asian Americans’ tendency toward self-group distancing, we used a facial recognition memory task that compared Asian Americans’ memory performance to ingroup (Asian) and outgroup (White) faces as an implicit behavioral measure. Results showed that the perception of prejudice pervasiveness (rare vs. pervasive) and identity centrality did not significantly affect memory performance. However, emotional responses significantly mediated the relationship between perceived prejudice pervasiveness and memory. Stronger high-arousal and negative emotions in the pervasive prejudice condition compared to the rare prejudice condition led to reduced memory for both ingroup and outgroup faces. Additionally, specific negative emotions—including shame, hate, contempt, disgust, and rejection—differentially influenced Asian Americans’ self-group distancing tendency.