Background: Intolerance of uncertainty (IU) is a dimensional trait fundamental to most psychopathologies, and anxiety disorders in particular, making it an important transdiagnostic construct for researchers and clinicians. Current psychological therapies focus on changing underlying cognitive assumptions related to uncertainty. However, we posit that IU conveys beliefs about emotions too. In line with established findings on beliefs about emotions in general, we tested the hypothesis that the relationship between IU and anxiety is mediated by beliefs about the controllability and/or usefulness of emotions. Methods: Participants (N = 2260) were administered the Emotions Beliefs Questionnaire (EBQ); the General Anxiety Disorder 7-item (GAD-7), and the Intolerance of Uncertainty Scale (IUS − 12). A confirmatory factor analysis (CFA) on the EBQ was conducted followed by Pearson correlation coefficients among the central measures, and a parallel mediation analysis to address the central research question. Results: Our CFA supported the intended factor structure of the EBQ. The results of our mediation analysis supported the prediction that the association between IU and anxiety is partially mediated by general beliefs about emotions. Limitations: Although our sample size was large, the age range was limited so future research could expand the age range to maximise generalizability. This is a cross-sectional study so causal inferences are restricted. Conclusion: Given the present findings, current interventions for IU and their focus on beliefs about uncertainty, might benefit from incorporating strategies to improve beliefs about emotions, and thus improve therapeutic effectiveness.