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Locus of control refers to the extent to which individuals believe they can control events affecting them. Social anxiety disorder, also known as social phobia, is the most common anxiety disorder. It is characterized by intense fear in one or more social situations. The aim of this study was to investigate the relationship between locus of control with anxiety and social phobia in adolescent’s girl. The study population comprised all high school girl students in Pardis city. The sample group consisted of 147 students who were selected through multistage cluster. Research instruments were locus of control questionnaire, anxiety questionnaire, social phobia questionnaire that completed with participants. Pearson and spearman correlation were used for data analysis. The results showed that there is a significant positive relationship between external locus of control (the person believes they cannot control their life) and chance with anxiety and social phobia. But there is not a significant relationship between anxiety and social phobia with internal locus of control (the person believes they can control their life). According to this research we can say that believe in external factors and chance (person believes their decisions and life are controlled by environmental factors which they cannot influence) cause to internal anxiety and social phobia.