To examine the relation between cyber-ostracism and social anxiety among undergraduate, and to investigate the underlying mechanism of effects of cyber-ostracism, rejection sensitivity and rumination on social anxiety. A total of 864 undergraduates were investigated by Cyber-Ostracism Questionnaire, Chinese version of Interaction Anxiousness Scale, Chinese version of Rejection Sensitivity Questionnaire and Chinese version of Ruminative Responses Scale. The results showed that (1) Cyber-ostracism had a positive effect on social anxiety; (2) Cyber-ostracism directly influenced social anxiety. Meanwhile, cyber-ostracism had indirect effects on social anxiety via rejection sensitivity and rumination respectively. Additionally, cyber-ostracism also had indirect effects on social anxiety by the chain-mediating effects of rejection sensitivity and rumination. Analysis of the research results indicates that rejection sensitivity and rumination may play mediating role in the relationship between cyber-ostracism and social anxiety.