This review brings together recent research from molecular, neural circuit, animal model, and human studies to understand the neurodevelopmental mechanisms underlying Social Anxiety Disorder (SAD). SAD is common, debilitating, and often leads to further psychopathology. Numerous studies demonstrate that extremely behaviorally inhibited and temperamentally anxious young children are at marked risk to develop SAD. Recent work in human and nonhuman primates has identified a distributed brain network that underlies early-life anxiety including: central nucleus of the amygdala, anterior hippocampus and orbitofrontal cortex. Moreover, studies in nonhuman primates demonstrate that alterations in this circuit are trait-like in that they are stable over time and across contexts. Importantly, the components of this circuit are differentially influenced by heritable and environmental factors and specific lesion studies demonstrate a causal role for multiple components of the circuit. Molecular studies in rodents and primates are pointing to disrupted neurodevelopmental and neuroplastic processes within critical components of the early-life dispositional anxiety neural circuit. The possibility of identifying an early-life at-risk phenotype, along with an understanding of its neurobiology, provides an unusual opportunity to conceptualize novel preventive intervention strategies aimed at reducing the suffering of anxious children and preventing them from developing further psychopathology.