After decades of domination by social exchange theory and its focus on a manager-centered perspective, fairness scholars have recently issued numerous calls to shift attention toward understanding employees’ subjective “lived-through” experiences and in situ responses to unfair events. Using appraisal theories, we argue that focusing on the employee’s perspective highlights the importance of emotions in fairness experiences. Further, this emphasis creates opportunities for novel insights regarding the emotions that are likely to be relevant, the constructive responses that can emerge from unfairness, and the interplay between unfair events and entity fairness judgments. Using a daily diary study with event sampling, we highlight the importance of anger and anxiety in understanding how individuals experience and react to unfair events. Results indicated that anger elicited counterproductive work behaviors, whereas anxiety initiated problem prevention behaviors (i.e., a subdimension of proactive work behavior). Further, by engaging in problem prevention behaviors, employees can positively influence their subsequent overall fairness judgments. Experiences of an unfair event can also be shaped by individuals’ preexisting overall fairness judgments, such that preexisting overall fairness judgments are negatively associated with anger but positively associated with anxiety. Implications for theory and practice are discussed, including the influential role of emotions for fairness experiences, how employees’ own behaviors can influence subsequent overall fairness judgments, the interplay between unfair events and entity judgments, and ensuring that fairness is effectively managed on a daily basis.