Objectives <p>We examined relationships among social self-compassion (i.e., self-compassion in response to social stress), social anxiety, shame, and shame-regulation strategies.</p> Methods <p>In study 1, online participants (<i>n</i> = 331) completed measures of social self-compassion, social anxiety, shame (internalized and external), and shame-regulation strategies (acceptance of shame and embarrassment, social anxiety safety behaviors, expressive suppression, inflexible self-criticism). Cross-sectional associations were examined using Pearson correlations and multiple linear regression models. In study 2, online participants (<i>n</i> = 118) reported trait social anxiety and completed daily diaries for 14&#xa0;days on their shame in social situations, self-criticism, and self-compassion related to social stress. Multilevel models were used for within- and between-person variables, with a negative binomial distribution due to positive skew.</p> Results <p>Across studies, greater social self-compassion was robustly associated with less social anxiety, even when controlling for number of stressful interactions experienced. Additionally, higher social self-compassion was associated with less shame (internalized and external), and fewer maladaptive shame-regulation strategies. Cross-sectional moderation analyses in study 1 indicated that lower social self-compassion attenuated the relationship between shame and social anxiety, though the effect size was small (<i>β</i> = 0.15–0.22). However, trait social anxiety did not moderate the relation between shame and social self-compassion in daily life in study 2.</p> Conclusions <p>These studies underscore the central role of social self-compassion in social anxiety and highlight that experiencing shame, whether internalized or external, significantly hinders the ability to practice self-compassion when facing social stress.</p> Pre-registration <p>Both studies were pre-registered prior to data collection (osf.io/zdwmy/).</p>