Effective interventions for treating social anxiety in psychosis, and understanding mechanisms between social anxiety to paranoia are limited. This study investigated stigma, internal and external shame, social rank appraisals, self-esteem and safety behaviours as mediators between social anxiety and paranoia in cross-cultural Thai and UK samples. Participants aged ≥18-year-old completed a cross-sectional internet-delivered survey. Social anxiety, paranoia, depression, and hypothesised mediating variables were measured. Both of the Thailand and UK samples were analysed separately to explore cultural differences. Associations between social anxiety and paranoia were calculated by linear regression. Mediation analysis was used to test the indirect effects of mediators. Eight-hundred and forty-two people completed the survey (427 from Thailand: 415 from the UK). Linear relationships between social anxiety and paranoia were found across both countries. In multiple mediation analyses, the social anxiety-paranoia relationship controlling for depression was significantly mediated by external shame and safety behaviours in both countries. Self-esteem was also significant, but only in the UK. External shame and safety behaviours were significant mediators, cross-culturally, explaining the indirect pathway of the social anxiety-paranoia relationship. Interventions targeting external shame and safety behaviours should be tested in clinical population to guide intervention for psychosis. Hypothesised potential factors were discussed. • A relationship between social anxiety and paranoia was found across Thailand and the UK. • Higher social anxiety is associated with higher paranoia through shame appraisals. • External shame was a key mediator in the social anxiety and paranoia process. • Future studies should test shame appraisals to confirm findings in clinical populations.