To investigate associations between social anxiety and smoking behaviour in order to explore whether social anxiety predicts the first onset of cigarette smoking, regular smoking and the development of nicotine dependence. Baseline and four-year follow-up data from the Early Developmental Stages of Psychopathology Study (EDSP), a prospective-longitudinal community study of 3,021 adolescents and young adults, are used. Smoking behaviour and psychopathology were assessed with the M-CIDI and its DSM-IV algorithms. At baseline, 35.7% of the sample were regular smokers, and 18.7% fulfilled criteria for DSM-IV nicotine dependence. Twenty-seven point two percent reported at least one social fear, and 7.2% met criteria for DSM-IV social phobia, most of whom reported first onset of social fear problems clearly prior to smoking initiation. Cross-sectional retrospective baseline analyses based on retrospective reports revealed that social fears and DSM-IV social phobia were both significantly associated with higher rates of nicotine dependence. Prospective-longitudinal analyses that were conducted in an attempt to confirm cross-sectional retrospective results showed that baseline non-users with social fears (OR = 3.85) and baseline non-dependent users with social fears (OR = 1.5) had an increased risk of onset of nicotine dependence during the follow-up period of four years. These findings remained significant even when controlling for co-morbid depressive disorders. Social anxiety was found to be significantly associated with nicotine dependence in both cross-sectional retrospective and prospective-longitudinal analyses. It is suggested that social fears could lead to heavy tobacco use as smoking is a socially acceptable behaviour that relieves anxiety in social situations. Possible differential effects of social anxiety on the early stages of smoking behaviour compared to effects on nicotine dependence are discussed. These findings should stimulate a continued search into potentially causal links between social fear symptoms and the development of tobacco consumption and nicotine dependence in adolescence.