Social anxiety disorder (SAD) is thought to involve emotional hyper-reactivity and emotion dysregulation. However, the precise nature of the emotion dysregulation in SAD has not been well characterized. In the present study, the Emotion Regulation Interview (ERI) was developed to quantify the frequency and self-efficacy of five emotion regulation strategies specified by Gross’s (Review of General Psychology 2: 271–299, 1998) process model of emotion regulation. Forty-eight individuals with SAD and 33 healthy controls (HCs) were interviewed about responses during (a) a laboratory speech task and (b) two recent social anxiety-evoking situations. Individuals with SAD reported greater use of avoidance and expressive suppression than HCs, as well as lesser self-efficacy in implementing cognitive reappraisal and expressive suppression. These regulation deficits were not accounted for by differences in emotional reactivity. These findings highlight specific emotion regulation deficits in SAD, and support the idea that the Emotion Regulation Interview may be usefully applied to other clinical disorders.