The role of appraisal of negative events in social anxiety of adolescents was studied. One-hundred and sixty-eight Icelandic pupils between the ages of 13 and 15 years completed the Social Phobia and Anxiety Inventory for Children (SPAI-C), Children’s Depression Inventory (CDI), and measures of situational appraisal. Social anxiety was found to be specifically related to the appraisal as threatening of negative social events happening to the self. These relationships remained when depression was partialized out, whereas the reverse was not true. On the whole, the results support the notion of judgmental specificity in relation to social anxiety in adolescents.