Recent research indicates that angry facial expressions are preferentially processed and may facilitate automatic avoidance response, especially in socially anxious individuals. However, few studies have examined whether this bias also expresses itself in more complex cognitive processes and behavior such as decision making. We recently introduced a variation of the Iowa Gambling Task which allowed us to document the influence of task-irrelevant emotional cues on rational decision making. The present study used a modified gambling task to investigate the impact of angry facial expressions on decision making in 38 individuals with a wide range of social anxiety. Participants were to find out which choices were (dis-) advantageous to maximize overall gain. To create a decision conflict between approach of rewards and avoidance of fear-relevant angry faces, advantageous choices were associated with angry facial expressions, whereas disadvantageous choices were associated with happy facial expressions. Results indicated that higher social avoidance predicted less advantageous decisions in the beginning of the task, i.e., when contingencies were still uncertain. Interactions with specific skin conductance responses further clarified that this initial avoidance only occurred in combination with elevated responses before choosing an angry facial expressions. In addition, an interaction between high trait anxiety and elevated responses to early losses predicted faster learning of an advantageous strategy. These effects were independent of intelligence, general risky decision-making, self-reported state anxiety, and depression. Thus, socially avoidant individuals who respond emotionally to angry facial expressions are more likely to show avoidance of these faces under uncertainty. This novel laboratory paradigm may be an appropriate analog for central features of social anxiety.