Emotion regulation deficits are commonly observed in social anxiety disorder (SAD). We used manifold-learning to learn the phase-space connectome manifold of EEG brain dynamics in twenty SAD participants and twenty healthy controls. The purpose of the present study was to utilize manifold-learning to understand EEG brain dynamics associated with emotion regulation processes. Our emotion regulation task (ERT) contains three conditions: Neutral, Maintain and Reappraise. For all conditions and subjects, EEG connectivity data was converted into series of temporally-consecutive connectomes and aggregated to yield this phase-space manifold. As manifold geodesic distances encode intrinsic geometry, we visualized this space using its geodesic-informed minimum spanning tree and compared neurophysiological dynamics across conditions and groups using the corresponding trajectory length. Results showed that SAD participants had significantly longer trajectory lengths during Neutral and Maintain. Further, trajectory lengths during Reappraise were significantly associated with the habitual use of reappraisal strategies, while Maintain trajectory lengths were significantly associated with the negative affective state during Maintain. In sum, an unsupervised connectome manifold-learning approach can reveal emotion regulation associated phase-space features of brain dynamics.