Social anxiety disorder more than quadruples the risk of developing an alcohol use disorder, yet it is inconsistently linked to drinking frequency. Inconsistent findings may be at least partially due to lack of attention to drinking context — it may be that socially anxious individuals are especially vulnerable to drinking more often in specific contexts that increase their risk for alcohol-related problems. For instance, socially anxious persons may drink more often while alone, before social situations for “liquid courage” and/or after social situations to manage negative thoughts about their performance. Among current (past-month) drinkers (N = 776), social anxiety was significantly, positively related to solitary drinking frequency and was negatively related to social drinking frequency. Social anxiety was indirectly (via solitary drinking frequency) related to greater past-month drinking frequency and more drinking-related problems. Social anxiety was also indirectly (via social drinking frequency) negatively related to past-month drinking frequency and drinking-related problems. Findings suggest that socially anxious persons may be vulnerable to more frequent drinking in particular contexts (in this case alone) and that this context-specific drinking may play an important role in drinking problems among these high-risk individuals.