Objective The current study investigated (a) how a composite measure of shyness comprising introversion and neuroticism relates to other well‐known constructs involving social fears, and (b) whether mean levels of shyness vary for men and women depending on the adoption of various social roles. Method Study 1 used a sample of 211 UK participants aged 17–70 (64% female; Mage = 47.90). Study 2 used data from a large cross‐sectional data set with UK participants aged 17–70 (Ntarget = 552,663; 64% female; Mage = 34.19 years). Results Study 1 showed that shyness measured as a composite of introversion and neuroticism was highly correlated with other constructs involving social fears. Study 2 indicated that, controlling for various sociodemographic variables, females appeared to have higher levels, whereas males appeared to have lower levels of shyness. Males and females who were in employment had the lowest shyness levels, whereas those working in unskilled jobs had the highest levels and people working in sales the lowest levels of shyness. Participants in relationships had lower levels of shyness than those not in relationships, but parenthood was not associated with shyness. Conclusions Mean levels of shyness are likely to vary according to adopted social roles, gender, and age.