Macbeth is not truly consumed with guilt until after he's killed Duncan. He immediately begins hearing voices in the second Act.
Me thought I heard a voice cry “Sleep no more!
Macbeth doth Murder sleep”—the innocent sleep, (II.ii.46-47)
Macbeth has murdered the innocent. His guilt and anxiety over killing Duncan will lead him to kill again. Macbeth does feel remorse, but as the play progresses, he becomes more fearful of being usurped and therefore, kills anyone who he sees as a threat.
Macbeth's downfall can be traced all the way back to the encounter with the Witches. In an aside, Macbeth considers whether this prophecy is good or bad:
This supernatural soliciting
Cannot be ill, cannot be good. If ill,
Why hath it given me earnest of success,
Commencing in a truth? I am Thane of Cawdor.
If good, why do I yield to that suggestion
Whose horrid image doth unfix my hair
And make my seated heart knock at my ribs,
Against the use of nature? Present fears
Are less than horrible imaginings:
My thought, whose murder yet is but fantastical,
Shakes so my single state of man that function
Is smother'd in surmise, and nothing is
But what is not. (I.iii.141-153)
He thinks, if this news is good, why should it make him uneasy. The very idea of murder makes Macbeth "shake." However, with the help of these rationalizations and his wife's encouragements, Macbeth overcomes his fear and goes through with the murder.