This study investigated the relationships between personality and shyness based on a sample of 752 undergraduates. Regression analyses and SEM were applied to detect the effects of personality on shyness as well as the mediating role of social support and the moderating role of coping strategies in the effects of personality. The major findings of the present study were: (1) there were significant effects of extraversion and neuroticism on shyness; (2) social support served to mediate the effects of extraversion and neuroticism on shyness; (3) self-accusation served to moderate the effect of extraversion on shyness; recourse served to moderate the effect of neuroticism on shyness, and the mediating role of social support.