Social Anxiety Disorder (SAD) commonly co-occurs with, and often precedes, Alcohol Use Disorder (AUD). In this paper, we address the relationship between SAD and AUD by considering how natural selection left socially anxious individuals vulnerable to alcohol use, and by addressing the underlying mechanisms. We review research suggesting that social anxiety has evolved for the regulation of behaviors involved in reducing the likelihood or consequences of threats to social status. The management of potential threats to social standing is important considering that these threats can result in reduced cooperation or ostracism – and therefore to reduced access to coalitional partners, resources or mates. Alcohol exerts effects upon evolutionarily conserved emotion circuits, and can down-regulate or block anxiety (or may be expected to do so). As such, the ingestion of alcohol can artificially signal the absence or successful management of social threats. In turn, alcohol use may be reinforced in socially anxious people because of this reduction in subjective malaise, and because it facilitates social behaviors – particularly in individuals for whom the persistent avoidance of social situations poses its own threat (i.e., difficulty finding mates). Although the frequent co-occurrence of SAD and AUD is associated with poorer treatment outcomes than either condition alone, a richer understanding of the biological and psychosocial drives underlying susceptibility to alcohol use among socially anxious individuals may improve the efficacy of therapeutic interventions aimed at preventing or treating this comorbidity.