Shyness is a fundamental trait associated with social-emotional maladaptive behaviors, including many forms of psychopathology. Neuroimaging studies have demonstrated that hyper-responsivity to social and emotional stimuli occurs in the frontal cortex and limbic system in shy individuals, but the relationship between shyness and brain-wide functional connectivity remains incompletely understood. Using resting-state functional magnetic resonance imaging, we addressed this issue by exploring the relationship between regional functional connectivity strength (rFCS) and scores of shyness in a cohort of 61 healthy young adults and controlling for the effects of social and trait anxiety scores. We observed that the rFCS of the insula positively correlated with shyness scores regardless of sex. Furthermore, we found that there were significant sex-by-shyness interactions in the dorsal anterior cingulate cortex and insula (two core nodes of the salience network) as well as the subgenual anterior cingulate cortex: the rFCS values of these regions positively correlated with shyness scores in females but negatively correlated in males. Taken together, we provide evidence for intrinsic functional connectivity differences in individuals with different degrees of shyness and that these differences are sex-dependent. These findings might have important implications on the understanding of biological mechanisms underlying emotional and cognitive processing associated with shyness.