Social rejection can create powerful changes in people's brains and bodies. In the study reported here, we examined brain-based individual differences associated with buffering against cardiovascular threat responses to social rejection. Using EEG source-localization techniques, we examined differences in intracortical asymmetry. We predicted that individuals with greater left relative to right dorsolateral prefrontal activity would show a more approach-motivated response to social rejection. Eighty-four female participants were randomly assigned to one of three stressful situations: social rejection, social evaluation without rejection, or self-evaluation. Among participants assigned to the social-rejection condition, greater left relative to right prefrontal intracortical activity at baseline was associated with more adaptive cardiovascular profiles and more self-reported approach-oriented emotions. Participants in the other conditions did not show these relationships. Our data are the first to show that social context matters when attempting to link individual differences in cortical asymmetry with approach-related cardiovascular and emotional outcomes.