Anxiety disorders are very common in adolescence. Research findings suggest that worry and social anxiety symptoms (social interaction anxiety and social phobia) correlate with anxiety and depression disorders in adolescence and adulthood. The present study investigated the relationship between worry and social anxiety by examining correlations and mean/median differences among male and female Greek adolescents. A total of 439 adolescents studying in the 9th grade participated in the study. The short forms of Penn State Worry Questionnaire and the Social Interaction Anxiety Scale and the Social Phobia Scale were used. Results showed that worry correlated significantly with both aspects of social anxiety. Significant differences between the female and male adolescents were found only in the worry levels. There were no significant gender differences in social anxiety. Overall, participants showed medium levels of worry and high levels of social anxiety. This finding suggests that both male and female adolescents experience significant levels of social anxiety symptoms and female adolescents seem to experience higher levels of worry. Implication for further research and mental health disorders prevention in adolescence are discussed.