The theoretical model proposed by Dugas, Freeston and Ladouceur (1994, 1997, 1998) to explain the generalized anxiety disorder (GAD) considers intolerance to uncertainty (IU) as the manifestation of a dysfunctional basic scheme that regulates information processing and contributes to the development of worry processes. In this study, 159 college students were assessed by means of questionnaires and scales in Worry, IU, anxiety/state, and obsessive thought variables. In addition, they were evaluated according to the level of both perceived threat and distress evoked by a group of positive and negative ambiguity situations. In general, the results obtained show a significant relationship among the level of threat and distress and the former variables, but only the worry variable shows significant relationships with the perception of negative ambiguity situations, while the IU variable shows significant relationships with some of them. These findings are discussed within the framework of the cognitive model, specifically in light of the critical role of both the IU and Worry processes.