Dysfunctional beliefs play an important role in the aetiology and maintenance of social anxiety disorder (SAD). Despite this—and the heightened salience of emotion in SAD—little is known about SAD patients' beliefs about whether emotions can be influenced or changed. The current study examined these emotion beliefs in patients with SAD and in non‐clinical participants. Overall, patients were more likely to hold entity beliefs (i.e., viewing emotions as things that cannot be changed). However, this group difference in emotion beliefs varied by emotion domain. Specifically, SAD patients more readily held entity beliefs about their own emotions and anxiety than about emotions in general. By contrast, non‐clinical participants more readily held entity beliefs about emotions in general than about their own. Results also indicated that even when controlling for social anxiety severity, patients with SAD differed in their beliefs about their emotions, and these beliefs explained unique variance in perceived stress, trait anxiety, negative affect, and self‐esteem.