Research has shown that there is a significant gender difference in the worry report of women and men, with women often reporting more worry than men. The present study investigated this phenomenon by looking at gender differences in cognitive variables associated with worry; namely, intolerance of uncertainty, negative problem orientation, positive beliefs about worry, and cognitive avoidance. The sample consisted of 217 female and 100 male university students who completed six questionnaires assessing worry and associated cognitive variables. Women reported more worry than men on two measures of the tendency to worry, as well as more worries about lack of confidence issues. Women also reported a more negative problem orientation and engaging in more thought suppression, a type of cognitive avoidance. Thought suppression and negative orientation were found to make a significant contribution to the prediction of worry scores. Moreover, when both variables were controlled, the significant prediction of gender to worry disappeared. Hypotheses accounting for gender differences in thought suppression and negative problem orientation are discussed.