Intolerance of uncertainty (IU) has been identified as a potential maintaining factor for generalised anxiety disorder; however, there is a growing evidence to suggest that IU may contribute to other anxiety and depressive disorders. Moreover, certain components of IU (namely prospective and inhibitory IU) have been shown to be differentially associated with symptoms of emotional disorders. The aim of this study was to determine the extent to which individuals with various anxiety and depressive disorders endorsed IU, firstly as a trait variable (with prospective and inhibitory components) and secondly in reference to regularly occurring, diagnostically relevant situations (situation-specific IU). The degree to which diagnosis predicted IU was examined in a highly comorbid clinical sample (N=218). Regardless of specific diagnoses, the degree of comorbidity emerged as a significant predictor of prospective IU and situation-specific IU. Conversely, specific diagnoses of social phobia, generalised anxiety disorder, depression, and obsessive compulsive disorder were uniquely related to inhibitory IU. These findings suggest that IU is a transdiagnostic construct and have implications for current diagnosis-specific and transdiagnostic theory and clinical practice.