Cognitive models posit that social anxiety disorder (SAD) is maintained by biased information-processing vis-à-vis threat of social exclusion. However, uncertainty still abounds regarding the very nature of this sensitivity to social exclusion in SAD. Especially, brain alterations related to social exclusion have not been explored in SAD. Our primary purpose was thus to determine both the self-report and neural correlates of social exclusion in this population. 23 patients with SAD and 23 matched nonanxious controls played a virtual game (“Cyberball”) during fMRI recording. Participants were first included by other players, then excluded, and finally re-included. At the behavioral level, patients with SAD exhibited significantly higher levels of social exclusion feelings than nonanxious controls. At the brain level, patients with SAD exhibited significantly higher activation within the left inferior frontal gyrus relative to nonanxious controls during the re-inclusion phase. Moreover, self-report of social exclusion correlates with the activity of this cluster among individuals qualifying for SAD diagnosis. Our pattern of findings lends strong support to the notion that SAD may be better portrayed by a poor ability to recover following social exclusion than during social exclusion per se. These findings value social neuroscience as an innovative procedure to gain new insight into the underlying mechanisms of SAD.