One of the core features of social anxiety disorder (SAD) is the persistent fear of being evaluated. Fear of evaluation includes fear of negative evaluation (FNE) and fear of positive evaluation (FPE). Few studies have examined the relationship between self-reported FNE and FPE and neural responses to simulated negative and positive social evaluation. In the current study, 56 participants, 35 with SAD and 21 healthy controls, completed questionnaires to assess dimensions of social anxiety including FNE and FPE, as well as symptoms of anxiety and depression. Participants also completed a social evaluation task, which involved viewing people delivering criticism and praise, and a control task, which involved counting asterisks, during functional magnetic resonance imaging. Although whole-brain analyses did not reveal significant associations between self-reported constructs and neural responses to social evaluation, region of interest analyses for the sample as a whole revealed that both FNE and social anxiety symptoms were associated with greater neural responses to both criticism and praise in emotion-processing brain regions, including the amygdala and anterior insula. There were no significant associations between FPE or depressive symptoms and neural responses to criticism or praise for the sample as a whole. Future research should examine the relationship between FNE, FPE, and neural responses to self-referent social evaluation in an unselected sample to assess a full range of fear of evaluation.