Social relationships are of vital importance for children's and adolescents' development, and disruptions in these relationships can have serious implications. Such disruptions play a central role in both loneliness and social anxiety. Although both phenomena are closely related, they have largely been studied separately, and important questions have remained unanswered concerning how both go together within and across time. Multilevel meta-analyses were performed on 102 cross-sectional studies, published between 1981 and 2016, including 41,776 participants (39% males) with a mean age of 15.59 years. Longitudinal associations were examined in 10 studies, including 3,995 participants (46% males), using a novel technique that enables the examination of such associations even when these were not reported in the original empirical studies. Results indicated a strong, positive cross-sectional association between loneliness and social anxiety symptoms. This associations did not systematically differ in strength across childhood and adolescence. Moreover, results showed that loneliness and social anxiety symptoms were reciprocally associated over time. To conclude, loneliness and social anxiety symptoms are positively associated both within and across time, and across childhood and adolescence. Breaking this vicious cycle is of great importance, as both phenomena may be associated with profound problems in multiple domains of youth development. Moreover, failing to pay attention to both loneliness and social anxiety symptoms might substantially reduce the effectiveness of intervention programs focusing on either of the two.