Individuals’ affective experience can be intricate, influenced by various factors including monetary rewards and social factors during social interaction. However, within this array of factors, divergent evidence has been considered as potential contributors to social anxiety. To gain a better understanding of the specific factors associated with anxiety during social interaction, we combined a social interaction task with neurophysiological recordings obtained through an anxiety-elicitation task conducted in a Virtual Reality (VR) environment. Employing inter-subject representational similarity analysis (ISRSA), we explored the potential linkage between individuals’ anxiety neural patterns and their affective experiences during social interaction. Our findings suggest that, after controlling for other factors, the influence of the partner's emotional cues on individuals’ affective experiences is specifically linked to their neural pattern of anxiety. This indicates that the emergence of anxiety during social interaction may be particularly associated with the emotional cues provided by the social partner, rather than individuals’ own reward or prediction errors during social interaction. These results provide further support for the cognitive theory of social anxiety and extend the application of VR in future cognitive and affective studies.