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Uncertainty about a possible future threat disrupts our ability to avoid it or to mitigate its negative impact and thus results in anxiety. Here, we focus the broad literature on the neurobiology of anxiety through the lens of uncertainty. We identify five processes that are essential for adaptive anticipatory responses to future threat uncertainty and propose that alterations in the neural instantiation of these processes result in maladaptive responses to uncertainty in pathological anxiety. This framework has the potential to advance the classification, diagnosis and treatment of clinical anxiety.