Anticipation of potentially threatening social situations is a key process in social anxiety disorder (SAD). In other anxiety disorders, recent research of neural correlates of anticipation of temporally unpredictable threat suggests a temporally dissociable involvement of amygdala and bed nucleus of the stria terminalis (BNST) with phasic amygdala responses and sustained BNST activation. However, the temporal profile of amygdala and BNST responses during temporal unpredictability of threat has not been investigated in patients suffering from SAD. We used functional magnetic resonance imaging (fMRI) to investigate neural activation in the central nucleus of the amygdala (CeA) and the BNST during anticipation of temporally unpredictable aversive (video camera observation) relative to neutral (no camera observation) events in SAD patients compared to healthy controls (HC). For the analysis of fMRI data, we applied two regressors (phasic/sustained) within the same model to detect temporally dissociable brain responses. The aversive condition induced increased anxiety in patients compared to HC. SAD patients compared to HC showed increased phasic activation in the CeA and the BNST for anticipation of aversive relative to neutral events. SAD patients as well as HC showed sustained activity alterations in the BNST for aversive relative to neutral anticipation. No differential activity during sustained threat anticipation in SAD patients compared to HC was found. Taken together, our study reveals both CeA and BNST involvement during threat anticipation in SAD patients. The present results point towards potentially SAD-specific threat processing marked by elevated phasic but not sustained CeA and BNST responses when compared to HC.