Advances in e-commerce enable consumers to shop efficiently for fashion products in global markets in addition, the market size of purchasing directly from foreign websites are also increasing. This study investigates the effects of hedonic and utilitarian shopping values on the continuous use intention of online cross-border shopping. Curiosity and self-efficacy were introduced as mediating variables between shopping values and user intentions. A web-based survey is conducted on female consumers, who have experiences to buy fashion products by online cross-border shopping. A total of 472 responses were collected from a panel of online survey firms. Data are analyzed using confirmatory factor analysis, structural equation modeling, and multi-group SEM by AMOS 21.0. According to the results of the structural equation model test, hedonic value affected continuous use intention of online cross-border shopping as mediated by curiosity and self-efficacy; in addition, utilitarian value influenced self-efficacy, which mediated relations between the utilitarian value and the continuous use intention. The research model was also tested to compare heavy users and light users of online cross-border shopping. For heavy users, the effect of hedonic value on curiosity was significantly stronger than for light users. Several implications are suggested based on the results.