Research on protective or risk factors of social anxiety in adolescence has advanced significantly in last decades. However, there is scarce evidence about the role of family and social context in the development of this problem. The aim of this study was to analyze the predictive value of parenting styles, parental discipline, social competence and self-esteem, in the development of social anxiety during adolescence, taking into account the gender and age of adolescents. The sample consisted of 2060 Andalusian teenagers who were studying Obligatory Secondary Education (52.1% boys). Multiple regression analyses were performed. These analyses explained between 27.7% and 33.8% of the variance of social anxiety and highlighted its positive relationship with negative self-esteem, normative adjustment and parental control, and its negative relationship with social adjustment. These results are discussed emphasizing the importance of focusing on supporting the development of self-esteem and social competence of youths and working with their parents to promote positive parenting practices, adapted to the developmental level of the children, to prevent social anxiety in adolescence.