Social anxiety is characterized by maladaptive anticipation, avoidance, and post-avoidance processes in response to perceived threats. Exaggerated sympathetic activation to threats is proposed to play a key role in social anxiety, but has received inconsistent empirical support. To clarify this issue, we characterized social anxiety-related differences in the time course of sympathetic activation as a function of threat certainty and threat avoidance. While skin conductance was measured, adults (18–30 years old) reporting clinically elevated (n = 34) or low (n = 33) social anxiety symptoms completed a behavioral paradigm involving threat anticipation and the opportunity to avoid conditioned threat and non-threats. During threat anticipation, both groups exhibited increasing conditioned sympathetic activation when threat was certain; however, the high social anxiety group exhibited less conditioned sympathetic activation to threats vs. non-threats compared to the low social anxiety group, irrespective of threat certainty. Following threat anticipation, the high social anxiety group exhibited greater avoidance of both threats and non-threats. Following threat avoidance, the high social anxiety group exhibited comparatively smaller and slower sympathetic recovery. Taken together, our results suggest that social anxiety is characterized by indiscriminate sympathetic activation to both threat and safety cues, which facilitates maladaptive avoidance behaviors and impairs sympathetic recovery.