Research has revealed inconsistencies regarding the relationship between social anxiety and alcohol use. The goal of the current review is to examine lab-based studies that have been conducted in an attempt to help disentangle the social anxiety – alcohol link. Specifically, this review focuses on the most prominent theories present in this area of research, namely, the Tension Reduction Theory, the Stress-Response Dampening Model, the Self-Awareness Model, the Attention Allocation Model, and the Appraisal-Disruption Model. The review then describes the empirical studies that have been conducted to test predictions derived from each of these theories. This is followed by a discussion of some methodological considerations in this area of research, including an examination of participant characteristics, study selection criteria, alcohol administration procedures, the nature of the anxiety-inducing tasks that have been used in this area of research, and the different types of outcome measures that are typically used to measure social anxiety. The review ends with some tentative conclusions and directions for future research, including recommendations to recruit individuals with high levels of trait social anxiety, to closely monitor blood alcohol levels achieved at different time points during the study, to examine more interaction-based social anxiety provoking tasks, and to employ a wider range of outcome measures (e.g., cognitive and behavioural outcomes relevant to social anxiety).