The study integrated the stimuli–organism-response (SOR) framework and the social exchange theory to explain the mechanism of consumer entitlement (CE) behavior in the retail context of Confucian culture. Qualitative and quantitative approaches were combined in this study in the form of two focus groups and a survey questionnaire (n = 465) administered in Ho Chi Minh City, Vietnam, under the supervision of the Ho Chi Minh City Statistical Office. The results revealed that government regulation, store fairness and preferential treatment belong to stimuli dimensions that trigger CE behavior through organisms, such as trust, commitment and perceived quality. The study’s findings give empirical support to retailers to understand and look for the right strategy for controlling CE behavior in a Confucian-culture context.