<p>High sensitivity to social feedback is normative during adolescence, and hyper-responsiveness to social threat (real or perceived threat to one’s social status, social connection, social identity and interpersonal security) has been linked to an increased risk for anxiety and depression during adolescence. However, studies ascribe varied definitions to social threat, hindering understanding of how and why social threat might be implicated in these disorders. In this Review, we build on existing theoretical and empirical accounts to present an integrated conceptualization of adolescent social threat. We use this conceptualization to provide an overview of key behavioural, emotional and cognitive mechanisms that might link social threat to risk for anxiety and depression in youth. We specifically discuss how adolescents’ use of digital technology and social media might amplify social threat and the mechanisms linking it to anxiety and depressive symptoms. We conclude with recommendations for improving research on adolescent social threat, particularly in digital environments, which might help advance a more nuanced understanding of the impact of social media on adolescent mental health and inform policy and intervention.</p>