The authors aimed to examine the relation between shyness and dysfunctional relationship beliefs and to extend findings of previous studies to understand the role of fear of negative evaluation and self-esteem in shyness. Participants were 415 Turkish undergraduate students at Middle East Technical University. The participants completed Turkish versions of the J. M. Cheek and A. H. Buss (1981) Shyness Scale, the Interpersonal Cognitive Distortions Scale (Z. Hamamci & S. Büyükoztürk, 2004) the Brief Fear of Negative Evaluation Scale (M. R. Leary, 1983), and the M. Rosenberg (1965) Self-Esteem Scale. Bivariate correlations showed that shyness had a significant positive correlation with unrealistic relationship expectations and interpersonal rejection. Fear of negative evaluation and self-esteem also had significant relations to shyness. A stepwise regression analysis indicated that fear of negative evaluation, self-esteem, and interpersonal rejection were significant predictors of shyness, and self-esteem was the best predictor. These results provided evidence of the role of distorted relationship beliefs, approval concerns, and self-evaluations in shyness for Turkish university students. The authors discuss the findings in terms of relevant literature and cultural issues.