This paper invokes Redhead’s concept of claustropolitanism to critically explore the affective reality of consumers in today’s digital age. In the context of surveillance capitalism, we argue that consumer subjectivity revolves around the experience of fidelity rather than agency. Instead of experiencing genuine autonomy in their digital lives, consumers are confronted with a sense of confinement that reflects their tacit conformity to the behavioural predictions of surveillant market actors. By exploring how that confinement is lived and felt, we theorise the collective affects that constitute a claustropolitan structure of feeling: incompletion, saturation, and alienation. These affective contours trace an oppressive atmosphere that infuses consumers’ lives as they attempt to seek fulfilment through digital market-located behaviours that are largely anticipated and coordinated by surveillant actors. Rather than motivate resistance, these affects ironically work to perpetuate consumers’ commitment to the digital world and their ongoing participation in the surveillant marketplace. Our theorization continues the critical project of re-assessing the consumer subject by showing how subjectivity is produced at the point of intersection between ideological imperatives and affective consequences.