Shyness and depressive symptoms: a multiple mediation model involving core self-evaluations and sense of security

•Shyness could significantly and positively predict depressive symptoms.•Core self-evaluations mediate the link between shyness and depressive symptoms.•Sense of security mediates the link between shyness and depressive symptoms.•Sense of security and core self-evaluations sequentially mediate the link between shyness and depressive symptoms.