Numerous conflicting results exist in the primate literature regarding the role of dominant individuals in creating conditions of social anxiety. Self-directed behaviors (SDB) have been used as an indicator of increased anxiety in primates to examine the effects of social stimuli such as dominance and association. This study recorded SDB from 11 free-ranging female vervets in the semi-arid Klein Karoo region of South Africa for a total of 468 focal hours to determine whether anxiety was influenced by the hierarchical rank of, and degree of association with, neighboring monkeys. Associates were dyads that spent long periods of time together, i.e., proximity sociality index scores in the top 40% of all scores, and nonassociate dyads spent very little time together, i.e., scores within the bottom 40% of all scores. Rates of SDB were significantly higher when dominant neighbors were nonassociates vs. associates. The rate of SDB when neighbors were dominant associates vs. subordinate associates did not differ. These findings indicate that anxiety is influenced to a greater extent by the degree of association with neighboring monkeys than by hierarchical rank. Measurement of multiple social variables can elucidate the relative contributions of the variables to changes in SDB and demonstrate how the variables interact, thereby providing a more comprehensive understanding of conditions leading to changes in social anxiety.