Exposure to social-evaluative threat (SET) can elicit greater physiological responses, including cortisol, compared to non-SET stressors. An individual's level of depressive and anxious symptoms predicts variability in cortisol responses to stressors, and other research suggests these individual differences may predict vulnerability to social evaluation. The current study integrates both lines of research, testing if there are different relationships between depressive and/or anxious symptoms and cortisol reactivity in the presence or absence of SET. Healthy undergraduate students (N = 158, 65% female) were randomly assigned to deliver a speech in the presence (SET) or absence (non-SET) of two evaluators. Salivary cortisol was collected throughout, and self-reported depressive and anxious symptoms were assessed. We hypothesized that in the SET condition, higher levels of depressive and/or anxious symptoms would predict dysregulated cortisol responses compared to lower levels of symptoms and/or assignment to the non-SET group. In spite of inconclusive p-values (which might be attributed to low statistical power), individuals with high depressive or high anxious symptoms appeared to have exaggerated cortisol responses in the SET condition, as indicated by more concave trajectories. This study suggests that both depression and anxiety could be associated with increased cortisol reactivity to SET.