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Adolescents who are particularly sensitive to social stress may be vulnerable to earlier alcohol consumption and related problems. Although a small literature supports this contention, previous studies mostly relied on retrospective self-report. The current study used discrete-time survival analysis (DTSA) to test whether real-time social stress responding (via laboratory induction) and social anxiety symptoms predicted 12-month alcohol onset in an alcohol-naïve sample of young female adolescents. Anxiety elicited by the task was expected to predict greater and earlier rates of alcohol incidence, particularly among girls with higher levels of self-reported social anxiety symptoms. Participants were 104 community-recruited girls (ages 12–15 years) who completed a modified Trier Social Stress Test and questionnaires; follow-up calls were conducted at 3, 6, 9, and 12 months after the laboratory visit. Self-reported anxiety was assessed in response to the stressor following acclimation (baseline), instruction (anticipation), and speech (posttask). By 12 months, 30.8% of the sample had consumed a full alcoholic beverage. The DTSA revealed that girls with higher levels of social anxiety and greater elevations in anticipatory (but not posttask) anxiety compared to baseline had earlier alcohol initiation. This is the first study to examine the role of both laboratory-induced anxious responding and retrospective reports of social anxiety as prospective predictors of alcohol incidence. These preliminary findings suggest that adolescent girls who are more sensitive to social stress may be at risk for experimenting with alcohol earlier than their peers.