Background and Aims: There is good reason to consider the role of social anxiety processes in paranoia; both the research and clinical literature indicate significant overlap between the two presentations. The aim of this study was to explore cognition and behaviour that are typically associated with social phobia, in people with paranoia, and then to draw out theoretical and clinical implications. Method: We used a cross-sectional between-subjects design to compare participants with persecutory delusions (without social phobia), social phobia, a clinical control group with panic disorder, and a non-clinical control group. Ten to 15 people were recruited to each of four groups, with a final total of 48 participants. Each person completed measures of automatic thoughts, underlying assumptions, core beliefs and behaviour, and took part in a semi-structured interview designed to assess process (self-consciousness and attentional focus) and metacognitive beliefs. Results: Surprisingly, measures of cognition and behaviour yielded no systematic differences between people with persecutory delusions and social phobia. Conclusions: People with persecutory delusions may experience overt and underlying cognition typically associated with social phobia, and behave in similar ways in response to perceived social threat. These initial results indicate: (i) that larger scale research is now warranted in order to draw firm conclusions about social anxiety processes in paranoia; (ii) more specific hypotheses to be tested; and (iii) a clinical model of paranoia, based on the cognitive model of social phobia, which might now usefully be validated.