Macbeth most definitely feels as if his soul is damned because he killed Duncan. After killing Duncan, he hears Duncan's sons praying, and Macbeth cannot say "Amen." His guilt weighs heavy on him. When he becomes king, he finds that he is still not content.
"To be thus isnothing,
But to be safely thus."
In this soliloquy at the beginning of Act 3, Macbeth feels as if he has sacrificed his "eternal jewel," or soul, so that Banquo's sons will be kings. Because he believes the witches' prophecies, he now thinks he must kill Banquo to prevent his sons from inheriting the throne, as the witches predicted. Since Macbeth feels as if he is now a damned man, one who most certainly is going to hell, he does not deliberate about the morality of this murder as he did with that of Duncan. Instead, he immediately plots to have Banquo killed.
When Fleance escapes and his sanity seems to become unravelled, Macbeth turns toward the witches for help--the forces of evil. After his second meeting with the witches, Macbeth orders the murders of Macduff's family.
"May the firstlings of my heart be the firstlings of my hands."
So, once Macbeth has crossed the line into the realm of immorality, he feels as if there is no going back. He has in this way sold his soul to the devil. Acquiring the position of king has cost him everything that was once good about his life, and Macbeth's misery increases as his deeds grow more atrocious.