The COVID-19 pandemic has resulted in various psycho-social effects, including adverse effects on mental health in the general population. Many studies across different countries showed a significant increase in symptoms of fear, depression, anxiety and stress compared to the situation before the COVID-19 outbreak. Thus, it has gained more importance to examine the relationship between fear of the disease and mental health problems. This study aims to investigate the mediating role of intolerance of uncertainty in the relationship between fear of COVID-19, depression, anxiety, and stress. In this study, the sample consisted of 679 individuals. Among 679 respondents, 467 respondents were women (68.8%) and 212 respondents were men (31.2%). Data were collected through an online survey using the Fear of COVID-19 Scale, Intolerance of Uncertainty Scale and Depression, Anxiety and Stress Scale. Correlation analysis and structural equation modeling were used for data analysis. A significant positive relationship was observed between fear of COVID-19 and intolerance of uncertainty, depression, anxiety, and stress. All variables were found as differing significantly concerning gender, and the levels of fear were significantly higher in women than in men. Intolerance of uncertainty was found to fully mediate the relationship between fear of COVID-19 and depression, anxiety and stress. The findings obtained from this study were discussed in the light of literature findings and various suggestions were presented to researchers, mental health practitioners and policy makers.