Anticipating social stress evokes strong reactions in the organism, including interoceptive modulations. However, evidence for this claim comes from behavioral studies, often with inconsistent results, and relates almost solely to the reactive and recovery phase of social stress exposure. Here, we adopted an allostatic-interoceptive predictive coding framework to study interoceptive and exteroceptive anticipatory brain responses using a social rejection task. We analyzed the heart-evoked potential (HEP) and task-related oscillatory activity of 58 adolescents via scalp EEG, and 385 human intracranial recordings of three patients with intractable epilepsy. We found that anticipatory interoceptive signals increased in the face of unexpected social outcomes, reflected in larger negative HEP modulations. Such signals emerged from key brain allostatic-interoceptive network hubs, as shown by intracranial recordings. Exteroceptive signals were characterized by early activity between 1-15 Hz across conditions, and modulated by the probabilistic anticipation of reward-related outcomes, observed over distributed brain regions. Our findings suggest that the anticipation of a social outcome is characterized by allostatic-interoceptive modulations that prepare the organism for possible rejection. These results inform our understanding of interoceptive processing and constrain neurobiological models of social stress.