Impulsive urgency describes the tendency to act rashly when experiencing extreme emotions. This Australian study aimed to investigate the predictive utility of impulsivity, including impulsive urgency (positive and negative), across a range of problem behaviours. Data from two community samples, one retrospective (n = 281) and one current (n = 604), were analysed using hierarchical regression to determine which facets of impulsivity, as assessed with a comprehensive scale (i.e. negative urgency, positive urgency, lack or premeditation, lack of perseverance, and sensation seeking), best predicted a series of problem behaviours (i.e. problem gambling, disorderly alcohol use, online gambling disorder, obsessive-compulsive disorder behaviours, and social media addiction). The impulsive urgency facets were shown to be significant predictors across the behaviours examined. More specifically, negative urgency was the strongest predictor of disorderly alcohol use, obsessive-compulsive disorder behaviours, and social media addiction. Positive urgency was associated with problem gambling and online gambling disorder behaviours. These findings suggest that impulsive urgency is a key contributing factor in many behavioural problems and that the valence of the urgency is an important consideration when addressing a broad range of psychopathologies.