Social media is increasingly becoming a tool the public uses, providing convenience to individual's lives. Concurrently, previous studies have thoroughly investigated its potential impacts, mainly focusing on psychological well-being. Among these user segments, undergraduate students acknowledged as dedicated social media users, have garnered considerable scholarly attention. The main objective of this research is to further our comprehension of the complex correlation between psychological impact, social media involvement and social support. This study provides a practical reference for undergraduate student's psychological well-being and university management, aiming to address social anxiety among undergraduate students from psychological impact and social media use, which is relevant for undergraduate students' self-formation and college construction. This study will explore loneliness, self-esteem, fear of negative evaluations, social media use, and social support as observational factors contributing to undergraduate students' social anxiety. The foundational framework of this research is rooted in the self-determination theory, which underscores the importance of personal autonomy in decision-making and fulfilling psychological needs.