Ordinal data are quite common in applied statistics. Although some model selection and regularization techniques for categorical predictors and ordinal response models have been developed over the past few years, less work has been done concerning ordinal-on-ordinal regression. Motivated by a consumer test and a survey on the willingness to pay for luxury food products consisting of Likert-type items, we propose a strategy for smoothing and selecting ordinally scaled predictors in the cumulative logit model. First, the group lasso is modified by the use of difference penalties on neighbouring dummy coefficients, thus taking into account the predictors’ ordinal structure. Second, a fused lasso-type penalty is presented for the fusion of predictor categories and factor selection. The performance of both approaches is evaluated in simulation studies and on real-world data.