Rejection can motivate either affiliation or withdrawal. In order to study how personality and situational variables influence whether women will be motivated to affiliate versus withdraw, we manipulate social feedback (rejection vs. acceptance) and opportunity for face-to-face interaction (blocked vs. face-to-face) and measure the individual difference variables rejection sensitivity and social anxiety. We test how these variables affect endogenous progesterone and cortisol concentrations, which are presumed to signal motivational responses to rejection. We find that three-way interactions involving social feedback, opportunity for face-to-face interactions, and either social anxiety or rejection sensitivity significantly predict progesterone change, but not cortisol change. Both interactions are driven by sharp progesterone decreases for women high in social anxiety/rejection sensitivity who have been rejected and who have no opportunity to reaffiliate in a face-to-face interaction. This progesterone change may be a physiological marker of motivation for social avoidance following rejection for women who cannot reaffiliate and who are particularly socially anxious or sensitive to rejection.