This study explored how meta-worry and intolerance of uncertainty relate to pathological worry, generalised anxiety, obsessive–compulsive disorder, social phobia, and depression. University students (n = 253) completed a questionnaire battery. A series of regression analyses were conducted. The results indicated that meta-worry was associated with GAD, social phobia, obsessive–compulsive, and depressive symptoms. Intolerance of uncertainty was related to GAD, social phobia, and obsessive–compulsive symptoms, but not depressive symptoms. The importance of meta-worry and intolerance of uncertainty as predictors of pathological worry, GAD, social phobia, obsessive–compulsive and depressive symptoms was also examined. Even though both factors significantly predicted the aforementioned symptoms, meta-worry emerged as a stronger predictor of GAD and obsessive compulsive symptoms than did intolerance of uncertainty. Intolerance of uncertainty, compared with meta-worry, appeared as a stronger predictor of social phobia symptoms. Findings emphasise the importance of addressing meta-worry and/or intolerance of uncertainty not only for the assessment and treatment of generalised anxiety disorder (GAD), but also obsessive–compulsive disorder, social phobia, and depression.