Although cognitive behavior therapy (CBT) is an effective treatment for social anxiety disorder, little is known about the processes during treatment that bring about change. The aim of this study was to investigate whether the proposed processes of change according to the cognitive model of social anxiety disorder predicted subsequent symptom reduction in CBT delivered as therapist-guided bibliotherapy. We analyzed data from patients with social anxiety disorder (N = 61) who participated in an effectiveness trial of CBT in primary care. Seven putative processes and outcome (i.e., social anxiety) were assessed on a weekly basis throughout treatment. We used linear mixed models to analyze within-person relations between processes and outcome. The results showed a unidirectional effect of reduced avoidance on subsequent decrease in social anxiety. Further, we found support for reciprocal influences between four of the proposed processes (i.e., estimated probability and cost of adverse outcome, self-focused attention, and safety behaviors) and social anxiety. The remaining two processes, (i.e., anticipatory and post-event processing) did not predict subsequent social anxiety, but were predicted by prior symptom reduction. The findings support that several of the change processes according to the cognitive model of social anxiety disorder are involved in symptom improvement.