This study presents the adaptation of the Uncertainty Response Scale (Greco & Roger, Pers. Individ. Differ, 31:519-534, 2001) to Portuguese. This instrument was administered to a non-clinical community sample composed of 1596 students and professionals, allowing a thorough validity and invariance analysis by randomly dividing participants into three subsamples to perform: an exploratory factor analysis (sample one: N = 512); a preliminary confirmatory factor analysis to identify the final solution for the scale (sample two: N = 543); and the confirmatory factor analysis (sample three: N = 541). Samples two and three were also used for multi-group analysis to assess measurement invariance, invariance across gender, sociocultural levels, and students versus active professionals. Results showed the scale reflects the original factorial structure, as well as good internal consistency and overall good psychometric qualities. Invariance results across groups reached structural invariance which provides a confident invariance measurement for this scale, while invariance across gender and sociocultural levels reached metric invariance. Accordingly, differences between these groups were explored, by comparing means with multi-group analysis to establish the scale's sensitivity toward social vulnerability, by demonstrating the existence of statistically significant differences regarding gender and sociocultural levels on how individuals cope with uncertainty, specifically in terms of emotional strategies, as a self-defeating strategy. Thus, females scored higher on emotional uncertainty, as well as low sociocultural levels, compared with higher ones. Therefore, it is proposed that this scale could be a sound alternative to explore strategies for coping with uncertainty, when considering social, economic, or other environmental circumstances that may affect them.