Pioneering models of social anxiety disorder (SAD) underscored fear of negative evaluation (FNE) as central in the disorder's development. Additional cognitive predictors have since been identified, including fear of positive evaluation (FPE), anxiety sensitivity, and intolerance of uncertainty (IU), but rarely have these constructs been examined together. The present study concurrently examined the variance accounted for in SAD symptoms by these constructs. Participants meeting criteria for SAD (n = 197; 65% women) completed self-report measures online. FNE, FPE, anxiety sensitivity, and IU all accounted for unique variance in SAD symptoms. FPE accounted for variance comparable to FNE, and the cognitive dimension of anxiety sensitivity and the prospective dimension of IU accounted for comparable variance, though slightly less than that accounted for by FNE and FPE. The results support the theorized roles that these constructs play in the etiology of SAD and highlight both FNE and FPE as central foci in SAD treatment.