Emotion dysregulation is implicated in child social anxiety and its etiology. Child emotion dysregulation has been studied via physiological indicators (e.g., respiratory sinus arrhythmia [RSA]) and behavioral indicators (e.g., effortful control). Previous work suggests that physiological indicators of regulation may predict outcomes in a non-linear manner and must be considered within the context of other intrapersonal factors, perhaps including effortful control. To this end, the current study tested effortful control as a moderator of the relation between RSA and child social anxiety, considering both linear and curvilinear patterns and controlling for inhibited temperament, an established predictor of child anxiety. Children (n = 119; 44% female) participated when they were 4 years old and entering school age (5 to 7 years). Mothers reported on children's effortful control (age 4) and social anxiety (school age). Children's RSA (age 4) was calculated from electrocardiogram data when they were at rest (i.e., baseline RSA) and when they were giving a speech. Results indicated that when children were high in effortful control, lower baseline RSA predicted higher social anxiety symptoms. Tentative evidence emerged for a relation between greater suppression of RSA during the speech compared to baseline and higher social anxiety symptoms when children were low in effortful control. Results support assessing the temperamental domain of effortful control as a contextualizing factor in the relation between psychophysiology and child anxiety outcomes.