A consistent feature across cognitive-behavioural models of social anxiety disorder (SAD) is the central role of the self in the emergence and maintenance of the disorder. The strong emphasis placed on the self in these models and related empirical research has also been reflected in evidence-based treatments for the disorder. This systematic review provides an overview of the empirical literature investigating the role of self-related constructs (e.g., self-beliefs, self-images, self-focused attention) proposed in cognitive models of SAD, before examining how these constructs are modified during and following CBT for SAD. Forty-one studies met the inclusion criteria. Guided by Stopa's (2009a, b) model of self, most studies examined change in self-related content, followed by change in self-related processing. No study examined change in self-structure. Pre- to post-treatment reductions were observed in self-related thoughts and beliefs, self-esteem, self-schema, self-focused attention, and self-evaluation. Change in self-related constructs predicted and/or mediated social anxiety reduction, however relatively few studies examined this. Papers were limited by small sample sizes, failure to control for depression symptoms, lack of waitlist, and some measurement concerns. Future research directions are discussed.