In clinical reports, individuals high on social anxiety are often described to avoid gaze at other people, whereas several experimental studies employing images of persons yielded conflicting results. Here, we show that gaze avoidance crucially depends on the possibility of social interactions. We examined gaze behaviour in individuals with varying degrees of social anxiety in real‐life and in a second group of participants using a closely matched laboratory condition. In the real‐life situation, individuals with a higher degree of social anxiety had a reduced bias to look at near persons compared to individuals with a lower degree of social anxiety, while gaze behaviour in the laboratory group was not modulated by social anxiety. This effect was specific to social attention since there was no corresponding effect regarding fixations on objects. The presence of anxiety effects in real‐life but not in the laboratory condition, where participants do not expect to be evaluated by gazed‐at conspecifics, points to critical deficits of current laboratory research paradigms in eliciting authentic social attentional mechanisms, possibly leading to spurious results.