Grilled Shrimp Cocktail with Sriracha Cocktail Sauce

5 from 3 votes
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This Grilled Shrimp Cocktail Recipe features a Spicy Sriracha Cocktail Sauce that is easily adaptable. Perfect for cookouts, tailgating, parties, and holidays!

Forget those store-bought ready-made shrimp cocktails. This one is jam packed with flavor, and super easy to make. You and your guests are gonna love this!

Grilled Shrimp Cocktail served with a Spicy Sriracha Cocktail Sauce

Like many, I’m a sucker for shrimp cocktail. But I find most store bought shrimp cocktails to be lacking in flavor and the cocktail sauce is sweet and bland.

It’s super easy to make your own cocktail sauce and will result in a super impressive appetizer for your next cookout or party.

And the good news, this grilled shrimp cocktail is super quick to make. Unlike some of our other grilled shrimp recipes, which require a marinade, this one is coated in a simple dry rub, and immediately sent to the grill, making it great for a last minute option.

Shrimp sizes for the grill

Shrimp is going to come in many sizes. The size of the shrimp will dictate how many shrimp per pound you will get. When you see a number like 26/30 shrimp, that refers to getting 26 – 30 shrimp per pound on average.

For grilled shrimp look for larger shrimp in the 16/20 or 21/25 range. Smaller shrimp aren’t easy to clean and devein and don’t feed a crowd as well.

How to peel and devein shrimp

  1. Rinse shrimp.
  2. Hold shrimp by tail and remove the legs and shell. Holding the tail will keep the tail on.
  3. Using a sharp knife, slice down the backside of the shrimp.
  4. Look for a white or black vein, and lift with your knife.
  5. Slowly pull the entire vein out of shrimp
  6. Rinse again.
How to peel and devein shrimp

Do I have to peel and devein shrimp?

No, you do not have to peel and devein shrimp, it is a preference. You can also cook the shrimp with shells on or off. We like to remove the shell in order to get the dry rub flavor on the shrimp for maximum flavor.

How to Grill Shrimp

  • Start by skewering your shrimp with metal skewers. This is the quickest way to grill them, and also ensure none of the shrimp sneak through the grill grates.
  • Next, coat them with dry rub on both sides.
  • Set up your grill for direct heat and place your shrimp over direct heat for up to 3 – 4 minutes per side.

When is shrimp done? The ideal internal temperature for shrimp is 120 degrees F. If the shrimp constricts, that is the sign they are overcooked and can get rubbery. When the shrimp is white and no longer opaque is a good sign visibly that it is done.

While the shrimp grills, add your lime halves (to be used in the cocktail sauce).

That’s it. Now remove them from the skewers and serve them with the spicy sriracha cocktail sauce.

How to make Spicy Shrimp Cocktail Sauce

Mix ketchup with horseradish and sriracha and a squeeze of the grilled lime juice. If it’s too spicy then add more ketchup or a touch of honey. Something sweet will get the cocktail sauce back to where you want it. You can also adapt it by adding your favorite hot sauce instead of sriracha. Most store-bought ketchups are too sweet for my palate, so I like to balance them with something spicy and finish with citrus (like grilled lime). Another key item to cocktail sauce is using horseradish, not the creamy kind, specifically the extra hot horseradish.

This sauce is very easy to adjust and adapt to your flavor preferences.

Grilled Shrimp dipped in a spicy cocktail sauce.

Wine Pairing for Grilled Shrimp Cocktail

This has a big flavor punch from both the dry rub and the cocktail sauce. I recommend sticking with something slightly sweet (and even bubbly), or stick with a bold fruity rosé (not a Provençal style rosé, but something bolder, perhaps from Spain or Washington State).

Grilled Shrimp Cocktail served on a platter with spicy cocktail sauce.

You want something sweet or refreshing to balance out the spicy nature of the dish. Avoid red wines with this dish they will present very hot from the spice and mute the flavors.

What Tools Do We Use When Grilling Shrimp

The products below contain affiliate links, which means we get a small commission for sharing products we love to use. That’s how we keep the blog going!

  • For an awesome grill grate, we use the Malory Cast Iron grate built for Weber Kettle grills.
  • For temperature control we use the Thermoworks MK4 Thermapen.
  • We love reusable flat metal skewers for shrimp. They work great to keep the shrimp from rotating when flipping.

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Grilled Shrimp Cocktail served with a Spicy Sriracha Cocktail Sauce
5 from 3 votes

Grilled Shrimp Cocktail with Sriracha Cocktail Sauce

Grilled Shrimp Cocktail features a Spicy Sriracha Cocktail Sauce that is easily adaptable. Perfect for cookouts, parties, and holidays!
Prep: 30 minutes
Cook: 10 minutes
Total: 40 minutes
Servings: 4 – 6 servings



  • 1 pound 16/20 count shrimp, peeled and deveined
  • 2 tablespoons ultimate dry rub
  • 1 lime, cut in half

Sriracha Cocktail Sauce

  • ¼ cup ketchup
  • 1 tablespoon sriracha
  • ½ tablespoon extra hot horseradish
  • ½ grilled lime (from above), juiced


  • Prepare grill for direct cooking using lump charcoal.
  • Rinse and dry peeled and deveined shrimp and place them onto skewers. If wood skewers, be sure to soak them first for at least an hour in water. Season shrimp with dry rub on both sides.
  • Place shrimp on the grill over direct heat when the charcoal ready, and cook for four minutes per side or until the internal temperature of the shrimp reads 120 degrees Fahrenheit using an instant read thermometer.
    Concurrently place lime over direct heat, flesh side down, for 8 – 10 minutes or until grill marks appear. Use half of lime to squeeze over the grilled shrimp when they are finished. Use the other half for the sriracha cocktail sauce.

Sriracha Cocktail Sauce

  • In a small bowl mix ketchup, sriracha, horseradish, and the juice of half of a grilled lime. Adjust flavors to your preferences.


For extra heat to the cocktail sauce, consider using 1 full tablespoon of horseradish. It will add a great kick. For the recipe we recommend starting with 1/2 tablespoon, then taste to adjust. We like the kick, so we typically add a full tablespoon. 


Calories: 28kcal | Carbohydrates: 7g | Protein: 1g | Fat: 0.2g | Saturated Fat: 0.1g | Polyunsaturated Fat: 0.1g | Monounsaturated Fat: 0.03g | Sodium: 231mg | Potassium: 82mg | Fiber: 1g | Sugar: 4g | Vitamin A: 143IU | Vitamin C: 9mg | Calcium: 29mg | Iron: 1mg

Nutrition information is automatically calculated, so should only be used as an approximation.

Additional Info

Prep Time: 30 minutes
Cook Time: 10 minutes
Total Time: 40 minutes
Course: Appetizer
Cuisine: American
Servings: 4 – 6 servings
Calories: 28
Keyword: Grilled Shrimp Cocktail, grilled shrimp recipes, spicy cocktail sauce, sriracha cocktail sauce
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About Mary

I'm Mary, a wine/food/travel writer, Certified Sommelier, mom of twins, former vegetarian turned BBQ fanatic, runner, founder of Vindulge, and author of Fire + Wine cookbook. Thanks for stopping by!

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  1. 5 stars
    I’m so glad this recipe calls for extra spicy horseradish because that’s the only kind I had in my fridge! I tried this last night and it’s a new family favorite! Thanks for sharing!