Research suggests that intolerance of uncertainty is a cognitive process involved in excessive worry and generalized anxiety disorder (GAD). Although previous studies indicate that intolerance of uncertainty and excessive worry are highly and specifically related, the question of how intolerance of uncertainty might lead to worry has yet to be empirically examined. This paper presents two studies investigating intolerance of uncertainty and information processing. Study 1 used an incidental learning task to examine the relationship between intolerance of uncertainty and the recall of stimuli denoting uncertainty. The results showed that participants high in intolerance of uncertainty, relative to those low in intolerance of uncertainty, recalled a higher proportion of words denoting uncertainty. Study 2 investigated whether intolerance of uncertainty would be associated with threatening interpretations of ambiguous information. The results showed that participants high in intolerance of uncertainty reported more concern about ambiguous situations than did participants with low levels of intolerance of uncertainty. In addition, the tendency to make threatening interpretations of ambiguous situations was more highly related to intolerance of uncertainty than to worry, anxiety, or depression. Taken together, these findings suggest that intolerance of uncertainty is associated with information processing biases that may be involved in the etiology of excessive worry and GAD.KEY WORDS: generalized anxiety disorder; intolerance of uncertainty; information processing in anxiety.