Social anxiety disorder (SAD) in children is often comorbid with generalized anxiety disorder (GAD). We investigated whether worry, intolerance of uncertainty, beliefs about worry, negative problem orientation and cognitive avoidance, that are typically associated with GAD, are present in children with SAD. Participants included 60 children (8–12 years), matched on age and gender. Groups included children: with primary GAD and without SAD (GAD); with primary SAD and without GAD (SAD); and without an anxiety disorder (NAD). GAD and SAD groups scored significantly higher than the NAD group on worry, intolerance of uncertainty, negative beliefs about worry and negative problem orientation, however, they did not score differently from each other. Only the GAD group scored significantly higher than the NAD group on cognitive avoidance. These findings further understanding of the structure of SAD and suggest that the high comorbidity between SAD and GAD may be due to similar underlying processes within the disorders.