Cross-sectional research suggests a relationship between perfectionism and social anxiety. However, research has not examined the direction of this relationship using a longitudinal design. Perfectionism may be an antecedent or consequence of social anxiety, or both. Our study tested reciprocal relations between self-critical perfectionism (i.e., intense self-rebuke, negative reactions to perceived failures, and nagging self-doubt about actions) and social anxiety. We hypothesized that self-critical perfectionism would be both an antecedent and a consequence of social anxiety. A 3-wave, 12-month longitudinal design was used to test the hypotheses. Waves were spaced 6 months apart. Participants (N = 301 undergraduates) completed measures in the lab at Wave 1. Online questionnaires were administered for Waves 2 and 3. Self-critical perfectionism and social anxiety both displayed strong rank-order inter-individual stability. Social anxiety predicted increases in self-critical perfectionism. However, self-critical perfectionism did not predict change in social anxiety. Self-critical perfectionism was a consequence of, but not an antecedent of, social anxiety. Results suggest treatments that reduce social anxiety may also reduce self-critical perfectionism.