Substance use disorder (SUD) and drug overdose deaths represent major economic, health, and safety issues in the United States. The psychology of uncertainty provides a mechanism for understanding, reducing, and controlling the damage from substance misuse. Illicit drugs (such as heroin or cocaine) are uncertain in their availability, quality, and acquisition (the time and effort required to obtain them) compared with nondrug-related alternatives (such as consumable goods, hobbies, or paychecks). Furthermore, the severity and likelihood of negative outcomes associated with drug use likewise are uncertain. Such uncertainties worsen substance use outcomes. The current review conveys what is known about the impact of uncertainty on substance use: laboratory investigations of uncertain time and effort required to obtain a substance and uncertain drug quality show uncertainty exacerbates harm. Furthermore, uncertain negative outcomes are not likely to deter substance use in individuals with a SUD. Finally, several policy implications include access to agonist medications; creating a safer drug supply; access to clean syringes/needles, naloxone, and safe-injection sites; and ending incarceration for substance use.