Many studies demonstrate attentional bias to threatening stimuli in social anxiety. Several cognitive models of anxiety propose that bottom-up and top-down processing have an important role in threat-related attentional bias. This review summarizes the empirical evidence for attentional bias in social anxiety that supports the cognitive model. Enhanced bottom-up processing (e.g., salience evaluation, stimulus-driven attention, alerting) and impaired top-down processing (e.g., goal-directed orienting, inhibitory control, working memory capacity) underlie facilitated threat-related attention. The present review also explains the role of attentional bias in a developmental framework. Temperamental traits and family environments develop attentional bias and moderate the relationship between attentional bias and social anxiety. The present review concludes by examining attentional bias modification training to reduce social anxiety by reducing attention bias. Several issues remain unresolved in attentional bias modification.