Social Anxiety Disorder (SAD) is a chronic and pervasive disorder that is relatively prevalent in children and adolescents and is associated with numerous short and long term consequences. SAD is commonly comorbid with other mood and anxiety disorders, and in particular, with Generalized Anxiety Disorder (GAD). In fact, research suggests that pure forms of either GAD or SAD are relatively rare (Walkup et al., 2008). Worry and the cognitive variables found to be associated with it, such as intolerance of uncertainty (IU), positive and negative beliefs about worry (PBW and NBW), negative problem orientation (NPO) and cognitive avoidance (CA), feature prominently in the theoretical models of adult GAD put forward by Dugas and colleagues (Dugas, Marchand & Ladouceur, 2005; Dugas & Robichaud, 2007; Dugas et al., 2007) and Wells (1995). Empirical research has not only found evidence for the importance of these variables to GAD in adults (Boelen, Vrinssen & van Tulder, 2010; Dugas, Gosselin & Ladouceur, 2001; Freeston, Rhéaume, Letarte, Dugas & Ladouceur, 1994; Ladouceur, Blais, Freeston & Dugas, 1998; Laugesen, 2007), but also in youth (Boelenet al., 2010; Fialko, Bolton & Perrin, 2012; Holmes, Donovan, Farrell & March, 2014). Recently, the suggestion has been made that worry and some of its associated cognitive variables might not be specific to GAD, but in fact may be more transdiagnostic in nature, and that there is some, albeit limited, evidence to date supporting this supposition, particularly with adults.