Socially anxious individuals often have dysfunctional social relationships because they avoid face-to-face interactions. New technology, however, presents them with opportunities to connect virtually. This study examined whether the intensity of social anxiety varies depending on whether interactions occur offline or online and whether the Clark and Wells' (1995) cognitive-behavioral model of social anxiety is applicable to understanding online interactions. Participants in this study were 295 female social media users (Facebook and/or Instagram) aged 18–35 years. An online questionnaire included the Social Anxiety Scale for Social Media Users (SAS-SMU) to explore the intensity of social anxiety both in online and offline contexts. To examine the Clark and Wells' model in online context, we asked participants to report associated assumptions, perceived social danger, safety behaviors, and somatic and cognitive symptoms of social anxiety after imagining themselves in three online situations (posting a status, posting a photo, starting a conversation on chat). Socially anxious individuals reported significantly higher social anxiety levels in offline compared to online interactions. Structural equation modelling used to test a somewhat simplified Clark and Wells' model in online context resulted in a pattern of significant associations that was mostly in line with the conceptual expectations.