Intolerance of uncertainty has been identified as an important variable related to worry and Generalized Anxiety Disorder (GAD) [Dugas, M. J., Gagnon, F., Ladouceur, R., & Freeston, M. H. (1998). Generalized anxiety disorder: a preliminary test of a conceptual model. Behaviour Research and Therapy, 36, 215-226; Ladouceur, R., Dugas, M. J., Freeston, M. H., Rhéaume, J., Blais, F., Boisvert, J.-M., Gagnon, F., & Thibodeau, N. (1999). Specificity of Generalized Anxiety Disorder symptoms and processes. Behavior Therapy, 30, 197-207]. The goal of the present study was to clarify the relationship between this cognitive process and worry by experimentally manipulating intolerance of uncertainty. A gambling procedure was used to increase intolerance of uncertainty in one group (N = 21) and to decrease intolerance of uncertainty in another group (N = 21). The results indicate that participants whose level of intolerance of uncertainty was increased showed a higher level of worry, compared to participants whose level of intolerance of uncertainty was decreased. These results provide some initial clarifications as to the causal nature of the link between intolerance of uncertainty and worry. These results are coherent with our theoretical model of worry and GAD (Dugas et al., 1998), which stipulates that intolerance of uncertainty plays a key role in the acquisition and maintenance of excessive worry.