Social Anxiety Disorder (SAD) is a very common disorder in childhood and adolescence. Many studies have examined various types of Cognitive Behavioral Therapy (CBT), meaning there is a need for a study exploring the efficacy of CBT. The objectives of this study are to determine what treatments and factors can improve treatment outcomes for SAD. We performed an umbrella review of the effectiveness of psychological interventions in treating SAD in children and adolescents. Nine databases were searched using a combination of keywords. Risk of bias was assessed using AMSTAR-2. Six systematic reviews and meta-analysis were selected and reported. All of those studies assessed the efficacy of CBT in children and adolescents with SAD, demonstrating its short- and long-term effectiveness. The components that seem to be most effective are exposure in any modality and social skills training. Other considerations to take into account are addressed in the discussion.