Unfavorable interpersonal behavior in social anxiety disorder (SAD) contributes to the maintenance of the disorder and may also be related to the development of secondary depression. Since there is limited research on daily life behavior in SAD, this study aimed to describe social interaction behavior and analyze the effect of positive interactions on depression, anxiety, and mental state. Data were obtained from the Behavior and Mind Health study (11/2015–12/2016), an epidemiological cohort study of adolescents and young adults (n = 1,180, aged 14–21 years) from Dresden, Germany. Interpersonal behavior, current mental state, anxiety, and depression were assessed eight times per day over four days using smartphone-based ecological momentary assessments. The analyzed subsample consisted of n = 723 participants, comparing 12-month SAD (n = 60) and healthy controls (HC; n = 663). The interaction behavior of participants with SAD did not differ substantially from that of HC in terms of frequency of social interactions, type of interaction partner, and time spent communicating, although they reported fewer real-life interaction partners (SAD: M = 2.49, SD = 4.78; HC: M = 3.18, SD = 6.43; F(17,044) = 23.92, p < 0.001). When comparing mental state, anxiety, and depression after interactions with familiar people to no interaction, no differences were found between SAD and HC. However, interactions with unfamiliar people negatively affected depressive symptoms in individuals with SAD (b = 0.53; SE = 0.25; 95%CI: 0.04–1.03; p = 0.036). In adolescents with SAD, social situations with unfamiliar people seem to be processed in a dysfunctional way, contributing to increased depressive mood in everyday life. This is particularly interesting given the high rate of secondary depression in SAD.