The present study examined the relations between dimensions of intolerance of uncertainty (i.e., desire for predictability and uncertainty paralysis) and perceptions of threat (i.e., perceptions of the probabilities and costs of future undesirable outcomes) in a sample of 239 college students. Uncertainty paralysis was positively associated with both perceived probabilities and perceived costs for negative outcomes. Desire for predictability was positively associated with perceived costs for negative outcomes but was not associated with perceived probabilities for negative outcomes. When probability estimates for low base rate outcomes were examined separately, desire for predictability was negatively associated with perceived probabilities. Finally, perceived threat partially mediated the relations between dimensions of intolerance of uncertainty and worry. The results of the present study suggest mechanisms through which dimensions of intolerance of uncertainty might lead to excessive worry.