This meta-analysis explored whether the effects of social anxiety on subjective, autonomic and endocrine responses differ according to the characteristics of the experimental setting. We specifically focused on the degree of social interaction, the aversiveness of the stressor, the naturalism of the situation, and the experimental phase (i.e., anticipation, reactivity, and recovery). We integrated data from 146 empirical research articles investigating differences between clinical populations and healthy controls as well as between high and low socially anxious participants in different age groups (children, adolescents, and adults). Standardized mean differences were analyzed across different outcome measures, i.e. subjective anxiety, heart rate (HR), skin conductance level (SCL), and cortisol. Results revealed that trait social anxiety was consistently associated with higher HR, higher SCL, and higher subjective distress. The only significant moderator was the experimental phase for the state anxiety ratings, all other moderating effects failed to reach statistical significance. No robust group differences were found for cortisol responses.