I think the word you may be looking for is aloof , meaning "not friendly or forthcoming; cool and distant".
[Websters]
Although James had many friends, he remained aloof from them and hardly ever socialized with them.
Edited to add: The word also carries the connotation of supercilious , which means "behaving or looking as though one thinks one is superior to others".
You could also simply say: James remained aloof from his friends.
english.stackexchange.com/users/2303/Robusto
Title of this question was a bit misleading.
First thing that came to mind was that the person was introvert or even somehow socially constrained.
If you are sure that the reason for this is that he thinks he is superior to his friends, he might be "snob" ( as Hellion already said ), "pretentious" or "haughty".
However as someone who prefers to stay home instead of going out with my friends, I'd like to point out that it is not necessarily person being smug, but merely one that avoids crowds, possibly a "homebody" in a good sense.
english.stackexchange.com/users/None/
Unsociable or antisocial maybe, if someone doesn't go out much at all (if he does go out, but not with his "friends", perhaps he's just changed his circle of friends).
english.stackexchange.com/users/8019/Tim Lymington
That's a very specific question.
I am unaware of a word that means exactly that.
You would have to say something like: He doesn't go out with his friends because he thinks they're beneath him.
There are a couple of words/phrases referring to someone who doesn't go out much: stick-in-the-mud , and stay-at-home , but these are general terms.
english.stackexchange.com/users/None/
This question is clearly some kind of trick or paradox.
If "he" doesn't go out with them, and thinks he is superior to them...
likely they are not "his friends ".
Nor he is "their" friend.
english.stackexchange.com/users/3579/o0'.
See if this is of any help to you.
hubristic is what I think I'd use...
english.stackexchange.com/users/2310/Grewe Kokkor
I personally would call such a person an "asshole", but "snob" also comes to mind as a possibility.
english.stackexchange.com/users/2490/Hellion
Elitist doesn't quite cover all the bases ( e.g. , it doesn't necessarily imply that someone won't go out with his friends), but that's what I might call someone who refuses to go out with people who are "beneath" him.
It works well alongside snob (as Hellion and user4395 mentioned).
Perhaps one could riff off the idea of social stratification to create a new word/phrase, although they'd have to explain what they meant as soon as they used the term.
english.stackexchange.com/users/None/
What do you call a person who does not go out with his friends because he thinks he is superior to them?
What do you call a person who does not go out with his friends?
english.stackexchange.com
<single-word-requests><pejorative-language>
english.stackexchange.com/questions/10694
english.stackexchange.com/users/3782/Manoochehr
This is a very specific question, and it's possible that there is no word that has precisely this definition. However, other words that might serve to express this concept include "aloof", "a homebody" "antisocial" or "hubristic". "Aloof" is a term that is suggested, but much depends on the persons attitude to his "friends". If they think they are superior snob, "pretentious" or "haughty".could apply. If their preference is simply to stay at home than go out  a "homebody" is another term. Other alternatives are "antisociable", "antisocial" or "hubistric". Some would consider derogatory terms, whereas another turn of phrase could be "stick-in-the-mud".
This is a very specific question, and it's possible that there is no word that has precisely this definition. However, other words that might serve to express this concept include "aloof", "a homebody" "antisocial" or "hubristic". Aloof' carries the meaning of distance and unfriendliness, but other words emphasise one or the other: 'pretentious', 'haughty', 'unsociable', 'snobbish'.
There are many words that describes a person who does not go out with his friends. Some examples are; aloof, unsociable, antisocial, stick-in-the-mud and stay-at-home. If he thinks his friends are beneath him, he could be called a snob, pretentious, haughty, elitist, hubristic.  There are variety of ways of describing someone who does not go out with their friends because they think they are superior to them, including "snob", "hubristic" or "elitist".
snob ( as Hellion already said ), "pretentious" or "haughty".   homebody Unsociable, antisocial Use a turn of phrase hubistric
Aloof' carries the meaning of distance and unfriendliness, but other words emphasise one or the other: 'pretentious', 'haughty', 'unsociable', 'snobbish'.
There are variety of ways of describing someone who does not go out with their friends because they think they are superior to them, including "snob", "hubristic" or "elitist".