Abstract Background The investigation of heritability stands out as an important means to establish the weight of genetic and environmental factors in the development of social anxiety disorder. Objective This study aims to make a critical review of methodological designs used in the investigation of the social anxiety disorder (SAD) heritability. Methods We reviewed 31 research articles published until October 2015 and found through the electronic search bases PubMed, Web of Science, and Scopus and manual searches in the reference lists of the selected references. Most of the investigations involved adult samples and twins to assess heritability. Results There was great variability in the screening and diagnostic instruments used in the studies, leading to different outcomes. Structural equation models proved to be the most adequate to assess SAD heritability, allowing better estimates of this aspect of the disorder. SAD heritability rates varied between 13% and 76% in the articles reviewed. Discussion We discuss methodological aspects that may affect the quality and the development of improved studies to investigate SAD heritability such as sample size, quality of screening instruments, and use of diagnostic interviews. More homogeneous investigations involving larger samples and standardized instruments and methods are desirable and opportune.