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Individuals vary in their ability to tolerate uncertainty. High intolerance of uncertainty (the tendency to react negatively to uncertain situations) is a known risk factor for mental health problems. In the current study we examined the degree to which intolerance of uncertainty predicted depression and anxiety symptoms and their interrelations across the first year of the COVID-19 pandemic. We examined these associations across three time points (May 2020 – April 2021) in an international sample of adults (N = 2087, Mean age = 41.13) from three countries (UK, USA, Australia) with varying degrees of COVID-19 risk. We found that individuals with high and moderate levels of intolerance of uncertainty reported reductions in depression and anxiety symptoms over time. However, symptom levels remained significantly elevated compared to individuals with low intolerance of uncertainty. Individuals with low intolerance of uncertainty had low and stable levels of depression and anxiety across the course of the study. Network analyses further revealed that the relationships between depression and anxiety symptoms became stronger over time among individuals with high intolerance of uncertainty and identified that feeling afraid showed the strongest association with intolerance of uncertainty. Our findings are consistent with previous work identifying intolerance of uncertainty as an important risk factor for mental health problems, especially in times marked by actual health, economic and social uncertainty. The results highlight the need to explore ways to foster resilience among individuals who struggle to tolerate uncertainty, as ongoing and future geopolitical, climate and health threats will likely lead to continued exposure to significant uncertainty.