Stimuli of high emotional significance such as social threat cues are preferentially processed in the human brain. However, there is an ongoing debate whether or not these stimuli capture attention automatically and weaken the processing of concurrent stimuli in the visual field. This study examined continuous fluctuations of electrocortical facilitation during competition of two spatially separated facial expressions in high and low socially anxious individuals. Two facial expressions were flickered for 3000 msec at different frequencies (14 and 17.5 Hz) to separate the electrocortical signals evoked by the competing stimuli (“frequency tagging”). Angry faces compared to happy and neutral expressions were associated with greater electrocortical facilitation over visual areas only in the high socially anxious individuals. This finding was independent of the respective competing stimulus. Heightened electrocortical engagement in socially anxious participants was present in the first second of stimulus viewing and was sustained for the entire presentation period. These results, based on a continuous measure of attentional resource allocation, support the view that stimuli of high personal significance are associated with early and sustained prioritized sensory processing. These cues, however, do not interfere with the electrocortical processing of a spatially separated concurrent face, suggesting that they are effective at capturing attention, but are weak competitors for resources.