Purpose: This study explored the association between peripheral blood oxytocin (OT) and social anxiety disorder (SAD) and cue-induced cravings in female heroin addicts. The effect of exercise on alleviation of SAD and OT levels was also explored.Methods: A total of 72 females with heroin dependence were assigned to three groups based on SAD severity. The three groups were Non-SAD control, SAD control, and SAD exercise groups. Subjects in the SAD exercise group underwent aerobic exercise and resistance training for 8 weeks (60 min/day, 5 days/week). Enzyme-linked immunosorbent assay analysis and Liebowitz Social Anxiety Scale (LSAS) scores were used to determine plasma OT concentration and SAD, respectively. Cue-induced craving was assessed using Visual Analog Scale (VAS) and Desires for Drug Questionnaire (DDQ). Mixed-effect analysis of variance and Pearson correlation analysis were used to explore the effect and correlation between different parameters.Results: OT levels in the SAD exercise group were significantly high after exercise (p < 0.01). LSAS, VAS, and DDQ (“Desire and Intention” and “Negative reinforcement”) scores in the SAD exercise group were significantly lower after exercise (p < 0.01). Plasma OT level was negatively correlated with LSAS score (r = −0.534, p < 0.001), VAS score (r = −0.609, p < 0.001), “Desire and Intention” score (r = −0.555, p < 0.001), and “Negative reinforcement” score (r = −0.332, p < 0.01) and positively correlated with the “control” score (r = 0.258, p < 0.05). LSAS was positively correlated with VAS score (r = 0.588, p < 0.001) and “Desire and Intention” score (r = 0.282, p < 0.05).Conclusions: The findings of the present study indicate that plasma OT is a potential peripheral biomarker for prediction of the severity of social anxiety in female heroin withdrawal patients. Aerobic exercise combined with resistance training plus incremental load for 8 weeks can increase plasma OT levels and significantly reduce severity of SAD and cue-induced cravings in female heroin addicts.