Empathetic Embarrassment

The flustered discomfort of embarrassment that observers experience when they empathetically share in another’s experience. This embarrassment is felt even though the target’s actions do not reflect on the observer, and the observer’s social identity is not threatened.

Reference:
Miller, R. S. (1987). Empathic embarrassment: Situational and personal determinants of reactions to the embarrassment of another. Journal of Personality and Social Psychology, 53(6), 1061-1069.