The present study aimed to examine how video feedback can affect perceived performance and anticipatory anxiety in various naturalistic social anxiety-provoking situations among clinical patients diagnosed with social anxiety disorder (SAD) and to examine predictors that might influence response to video feedback. Participants were 52 consecutive patients with DSM-IV SAD who participated in a group-based CBT program. Our results demonstrated that video feedback was associated with a decrease in the underestimation of own performance as well as the perception of feared outcomes. Moreover, anticipatory anxiety decreased after video feedback combined with peer feedback. Male sex, comorbidity with other anxiety disorders, and benzodiazepine prn, as well as patients' initial anxiety and avoidance were negative predictors of the effect of video feedback.