Individuals with Social Phobia (SP) represent a large group with elevated rates of cigarette smoking and cessation rates lower than that of individuals without psychopathology. For individuals with SP, cigarette smoking may be used to reduce social anxiety in anticipation of and during social situations, however, no study to date has experimentally examined this function. The aim of the current study was to experimentally examine the functional relationship between cigarette smoking and SP as a function of induced social stress. Results indicated that high SP individuals experienced significant decreases in negative affect following smoking a cigarette when experiencing social stress. This effect was specific to high SP individuals under social stress condition and was not observed among individuals average in SP or when examining changes in positive affect. Findings are discussed in the context of understanding risk factors for smoking initiation and maintenance as well the development of efficacious interventions.