Social anxiety disorder (SAD) is associated with psychotic-like experiences (PLEs) and is a frequent diagnosis in the prodromal phases of psychosis. We investigated whether psychopathological factors could discriminate which subjects with SAD are more likely to develop PLEs. A sample of 128 young adults with SAD was split into two subsamples according to the presence of clinically relevant PLEs. Correlations between PLEs and other psychopathological markers were explored. The SAD with PLEs group showed higher level of anxiety, depression, and intolerance of uncertainty (IU) compared with the SAD without PLEs group. A limitation of this study is that the cross-sectional design precluded the analysis of causality. In our sample, the presence of PLEs is related to higher levels of depression, anxiety, and IU. The current findings are consistent with hypotheses suggesting that cognitive disturbances, together with social anxiety, may result in PLEs.