There is a high degree of comorbidity with other psychiatric disorders. Social phobia often occurs alongside low self-esteem and clinical depression, due to lack of personal relationships and long periods of isolation from avoiding social situations. To try to reduce their anxiety and alleviate depression, people with social phobia may use alcohol or other drugs, which can lead to substance abuse. It is estimated that one-fifth of patients with social anxiety disorder also suffer from alcohol dependence. The most common complementary psychiatric condition is depression. In a sample of 14,263 people, of the 2.4% of persons diagnosed with social phobia, 16.6% also met the criteria for major depression. Besides depression, the most common disorders diagnosed in patients with social phobia are panic disorder (33%), generalized anxiety disorder (19%), post-traumatic stress disorder (36%), substance abuse disorder (18%), and attempted suicide (23%). In one study of social anxiety disorder patients who developed comorbid alcoholism, panic disorder or depression, social anxiety disorder preceded the onset of alcoholism, panic disorder and depression in 75%, 61%, and 90% of patients, respectively. Avoidant personality disorder is also highly correlated with social phobia. Because of its close relationship and overlapping symptoms with other illnesses, treating social phobic's may help understand underlying connection in other psychiatric disorders.
There is research indicating that social anxiety disorder is often correlated with bipolar disorder. Some researchers believe they share an underlying cyclothymic-anxious-sensitive disposition. In addition, studies show that a proportion of socially phobic patients treated with anti-depressant medication develop hypomania., although this can be seen as the medication creating a new problem, and also has this adverse effect in a proportion of those without social phobia.