A growing literature attests to deficits in social and romantic life quality in people with elevated social anxiety, but no research to date has explored how intense intimate encounters influence social anxiety symptoms. This study investigated whether the presence and quality of sexual activity on a given day predicted less social anxiety and negative cognitions on a subsequent day. We also explored whether the benefits of sexual activity would be stronger for more socially anxious individuals. Over 21 days, 172 undergraduate students described the presence and quality of sexual activity, social anxiety symptoms, and use of social comparisons on the day in question. Time-lagged analyses determined that being sexually active on one day was related to less social anxiety symptoms and the generation of fewer negative social comparisons the next day. Furthermore, more intense experiences of pleasure and connectedness during sex predicted greater reductions in social anxiety the next day for people high in trait social anxiety, compared to those low in trait social anxiety. These results were similar regardless of whether sex occurred in the context of romantic relationships or on weekdays versus weekends. The results suggest that sexual activity, particularly when pleasurable and intimate, may mitigate some of the social anxiety and negative comparisons frequently experienced by people with high trait social anxiety.