Although recent findings suggest that intolerance of uncertainty is a fundamental construct involved in excessive worry, additional research is required to further establish the construct validity of intolerance of uncertainty and demonstrate its unique contribution to the understanding of worry. The present study examined the relationships among measures of worry, intolerance of uncertainty, intolerance of ambiguity, perfectionism, and perceived control in a sample of 197 university students. The findings indicated that intolerance of uncertainty moderately overlaps with earlier conceptualizations of intolerance of ambiguity; however, worry was more highly related to intolerance of uncertainty than to intolerance of ambiguity. Intolerance of uncertainty also emerged as the most salient predictor of worry compared to other cognitive processes such as perfectionism and perceived control. Worry and intolerance of uncertainty continued to be significantly related after controlling for intolerance of ambiguity, perfectionism, and perceived control, which implies that intolerance of uncertainty shares a unique association with worry that is not accounted for by these other cognitive factors. Overall, the findings provide evidence of construct validity and underscore the role of intolerance of uncertainty in the conceptualization of worry.