Heightened responding to uncertain threat is considered a hallmark of anxiety disorder pathology. We sought to determine whether individual differences in self-reported intolerance of uncertainty (IU), a key transdiagnostic dimension in anxiety-related pathology, underlies differential recruitment of neural circuitry during cue-signalled uncertainty of threat (n = 42). In an instructed threat of shock task, cues signalled uncertain threat of shock (50%) or certain safety from shock. Ratings of arousal and valence, skin conductance response (SCR), and functional magnetic resonance imaging were acquired. Overall, participants displayed greater ratings of arousal and negative valence, SCR, and amygdala activation to uncertain threat versus safe cues. IU was not associated with greater arousal ratings, SCR, or amygdala activation to uncertain threat versus safe cues. However, we found that high IU was associated with greater ratings of negative valence and greater activity in the medial prefrontal cortex and dorsomedial rostral prefrontal cortex to uncertain threat versus safe cues. These findings suggest that during cue-signalled uncertainty of threat, individuals high in IU rate uncertain threat as aversive and engage prefrontal cortical regions known to be involved in safety-signalling and conscious threat appraisal. Taken together, these findings highlight the potential of IU in modulating safety-signalling and conscious appraisal mechanisms in situations with cue-signalled uncertainty of threat, which may be relevant to models of anxiety-related pathology.