There is limited convergence in neuroimaging investigations into volumes of subcortical brain regions in social anxiety disorder (SAD). The inconsistent findings may arise from variations in methodological approaches across studies, including sample selection based on age and clinical characteristics. The ENIGMA-Anxiety Working Group initiated a global mega-analysis to determine whether differences in subcortical volumes can be detected in adults and adolescents with SAD relative to healthy controls. Volumetric data from 37 international samples with 1115 SAD patients and 2775 controls were obtained from ENIGMA-standardized protocols for image segmentation and quality assurance. Linear mixed-effects analyses were adjusted for comparisons across seven subcortical regions in each hemisphere using family-wise error (FWE)-correction. Mixed-effects d effect sizes were calculated. In the full sample, SAD patients showed smaller bilateral putamen volume than controls (left: d = −0.077, pFWE = 0.037; right: d = −0.104, pFWE = 0.001), and a significant interaction between SAD and age was found for the left putamen (r = −0.034, pFWE = 0.045). Smaller bilateral putamen volumes (left: d = −0.141, pFWE < 0.001; right: d = −0.158, pFWE < 0.001) and larger bilateral pallidum volumes (left: d = 0.129, pFWE = 0.006; right: d = 0.099, pFWE = 0.046) were detected in adult SAD patients relative to controls, but no volumetric differences were apparent in adolescent SAD patients relative to controls. Comorbid anxiety disorders and age of SAD onset were additional determinants of SAD-related volumetric differences in subcortical regions. To conclude, subtle volumetric alterations in subcortical regions in SAD were detected. Heterogeneity in age and clinical characteristics may partly explain inconsistencies in previous findings. The association between alterations in subcortical volumes and SAD illness progression deserves further investigation, especially from adolescence into adulthood.