Adolescents become increasingly sensitive to social evaluation. Some previous studies have related this change to pubertal development. The present longitudinal study examined the role of sociocognitive development. We investigated whether or not the transition to recursive thinking, the ability to think about (others’) thoughts, would be associated with changes in the magnitude and timing of the cortisol response to social evaluation. Salivary cortisol was obtained during the Leiden Public Speaking Task. The task was administered twice with a 2-year interval to 221 participants, aged 9–17 years at Time 1. The area under the curve was computed to assess the magnitude of the overall cortisol response. Two difference scores, reflecting speech anticipation and speech delivery, were computed to assess the timing of the cortisol response. Recursive thinking was measured with a cartoon description task. Regression analyses with clustered bootstrap controlling for pubertal development, age, and general cognitive functioning showed that the transition to recursive thinking predicted an increase in the cortisol response to speech anticipation, but was unrelated to the magnitude of the overall cortisol response. This is in line with the view that increasing sensitivity to social evaluation in adolescence is mainly due to the effects of pubertal hormones on affective regions of the brain. Sociocognitive development affected the timing rather than the magnitude of the cortisol response. The results suggest that recursive thinking enables earlier realization of social-evaluative threat.