Résumé : Background/objectives Social anxiety disorder (SAD) frequently co-occurs with major depressive disorder (MDD). We examined the prevalence and clinical correlates of SAD across three heterogeneous MDD cohorts. Methods Secondary analyses were conducted in adult (CO-MED: n = 482; GSRD: n = 1398) and late-life (IRL-GREY: n = 438) patients. SAD was assessed dimensionally (PDSQ) and categorically (MINI; SCID-1). Cohort-specific instruments were used to assess depressive severity (QIDS; MADRS), suicidality (CHRT; MADRS; SIS) and hypomanic symptoms (ASRM; YMRS). In late-life depression, neurocognitive tests were administered. Multivariate models were adjusted for depression and anxiety levels. Results SAD prevalence varied markedly by samples and diagnostic definitions (CO-MED: 46.7% with PDSQ≥6; 17.0% with PDSQ>12; GSRD: 3.0%; IRL-GREY: 8.7%). Across cohorts, SAD was associated with earlier MDD onset (CO-MED: p < 0.001 d = −0.36; GSRD: p = 0.014 d = −0.39; IRL-GREY: p = 0.002 d = −0.54) and greater anxiety comorbidity (CO-MED: GAD: p < 0.001 d = 1.24; panic: p < 0.001 d = 1.29; GSRD: GAD: p < 0.001; panic: p < 0.001; IRL-GREY: agoraphobia: p < 0.001). After controlling for depression and anxiety levels, SAD was linked to higher suicide risk in both adult cohorts (CO-MED: OR 1.04 (1.01–1.08); GSRD: OR 1.29 (1.04–1.64)) and to lower 6-week remission in CO-MED cohort (OR 0.51 (0.29–0.91)). Conclusions In MDD, SAD has consistent associations with earlier illness onset and anxiety burden, modest associations with suicidality and antidepressant outcomes, and reduced impact in late life.